-100.0%
DFNS vs PENG
+209.7%
-309.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.5% | 0.0% | -4.5% |
| 7D | -6.0% | +13.2% | -19.2% | -8.2% |
| 30D | -71.2% | -29.9% | -41.3% | -69.4% |
| 3M | -94.5% | -22.2% | -72.3% | -94.3% |
| 6M | -96.5% | -1.9% | -94.7% | -96.7% |
| YTD | -99.6% | +142.1% | -241.8% | -99.7% |
| 1Y | -99.7% | +151.5% | -251.2% | -99.8% |
| 3Y | -100.0% | +206.9% | -306.9% | -100.0% |
| All | -100.0% | +209.7% | -309.7% | -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 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