+377.0%
DELL vs PENG
+184.4%
+192.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.4% | -8.7% | -1.6% |
| 7D | -22.6% | -19.4% | -3.1% | -15.6% |
| 30D | -43.2% | -42.4% | -0.8% | -28.9% |
| 3M | -24.8% | -25.6% | +0.8% | -15.9% |
| 6M | +38.0% | +7.3% | +30.7% | +27.0% |
| YTD | +163.7% | +113.9% | +49.9% | +81.7% |
| 1Y | +122.5% | +93.6% | +29.0% | +59.1% |
| 3Y | +377.0% | +170.2% | +206.7% | +181.1% |
| All | +377.0% | +184.4% | +192.6% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling