+123.0%
DG vs PENG
+720.8%
-597.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -0.2% |
| 7D | -3.0% | +1.9% | -4.8% | -3.1% |
| 30D | +8.6% | -37.8% | +46.4% | +9.9% |
| 3M | +15.0% | -14.1% | +29.1% | +14.9% |
| 6M | +32.7% | +13.1% | +19.6% | +29.6% |
| YTD | +5.5% | +151.8% | -146.3% | -1.0% |
| 1Y | +34.6% | +136.0% | -101.4% | +26.5% |
| 3Y | +24.2% | +217.9% | -193.7% | +12.5% |
| 5Y | -32.3% | +64.1% | -96.3% | -37.7% |
| All | +123.0% | +720.8% | -597.8% | +84.3% |
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