-100.0%
DFNS vs PENG
+242.0%
-342.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.3% | +2.4% | +11.6% |
| 7D | -13.0% | +1.9% | -14.8% | -13.1% |
| 30D | -56.9% | -37.8% | -19.1% | -55.0% |
| 3M | -93.2% | -14.1% | -79.1% | -93.1% |
| 6M | -95.4% | +13.1% | -108.6% | -95.6% |
| YTD | -99.5% | +151.8% | -251.3% | -99.6% |
| 1Y | -99.6% | +136.0% | -235.6% | -99.7% |
| 3Y | -100.0% | +217.9% | -317.9% | -100.0% |
| 5Y | -100.0% | +64.1% | -164.1% | -100.0% |
| All | -100.0% | +242.0% | -342.0% | -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