-100.0%
DFNS vs PENG
+153.0%
-253.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -23.0% | +3.4% | -15.1% |
| 7D | -37.4% | -36.7% | -0.7% | -31.7% |
| 30D | -65.8% | -42.0% | -23.8% | -62.6% |
| 3M | -95.0% | -33.2% | -61.8% | -94.7% |
| 6M | -95.8% | +2.1% | -97.9% | -96.0% |
| YTD | -99.5% | +90.3% | -189.8% | -99.6% |
| 1Y | -99.7% | +67.7% | -167.4% | -99.8% |
| All | -100.0% | +153.0% | -253.0% | -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 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