-100.0%
DFNS vs PENG
+56.2%
-156.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.3% | -12.2% | -4.2% |
| 7D | -42.8% | -3.8% | -39.0% | -42.4% |
| 30D | -67.6% | -40.1% | -27.5% | -65.7% |
| 3M | -94.9% | -21.8% | -73.1% | -94.7% |
| 6M | -96.7% | +3.3% | -100.1% | -96.8% |
| YTD | -99.6% | +133.6% | -233.3% | -99.7% |
| 1Y | -99.7% | +110.7% | -210.4% | -99.8% |
| 3Y | -100.0% | +204.3% | -304.2% | -100.0% |
| 5Y | -100.0% | +54.4% | -154.3% | -100.0% |
| All | -100.0% | +56.2% | -156.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling