-100.0%
DFNS vs PENG
+190.5%
-290.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +12.4% | -24.6% | -13.6% |
| 7D | -44.0% | -19.4% | -24.6% | -42.5% |
| 30D | -69.1% | -42.4% | -26.7% | -67.5% |
| 3M | -95.6% | -25.6% | -70.0% | -95.5% |
| 6M | -96.2% | +7.3% | -103.5% | -96.2% |
| YTD | -99.6% | +113.9% | -213.5% | -99.6% |
| 1Y | -99.7% | +93.6% | -193.3% | -99.8% |
| 3Y | -100.0% | +170.2% | -270.2% | -100.0% |
| 5Y | -100.0% | +44.2% | -144.2% | -100.0% |
| All | -100.0% | +190.5% | -290.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling