-99.6%
DFNS vs PENG
+120.5%
-220.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -9.1% | -9.2% | -16.5% |
| 7D | -27.7% | -20.5% | -7.2% | -24.4% |
| 30D | -58.0% | -20.4% | -37.6% | -56.9% |
| 3M | -94.0% | -16.4% | -77.6% | -93.9% |
| 6M | -94.6% | +49.2% | -143.8% | -96.3% |
| YTD | -99.4% | +147.2% | -246.6% | -99.8% |
| 1Y | -99.6% | +124.7% | -224.3% | -99.8% |
| All | -99.6% | +120.5% | -220.1% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling