-99.7%
DFNS vs PENG
+136.5%
-236.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.7% | -21.1% | -19.7% |
| 7D | -12.7% | +34.6% | -47.3% | -18.5% |
| 30D | -65.2% | -35.9% | -29.3% | -62.7% |
| 3M | -94.6% | -14.7% | -79.9% | -94.5% |
| 6M | -96.2% | +13.5% | -109.8% | -96.9% |
| YTD | -99.6% | +156.1% | -255.7% | -99.8% |
| 1Y | -99.7% | +141.3% | -241.0% | -99.8% |
| All | -99.7% | +136.5% | -236.2% | -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