+117.7%
DG vs PENG
+689.3%
-571.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | -0.2% |
| 7D | +0.3% | +13.2% | -12.9% | -0.1% |
| 30D | +3.2% | -29.9% | +33.2% | +4.0% |
| 3M | +10.4% | -22.2% | +32.7% | +10.6% |
| 6M | +33.2% | -1.9% | +35.0% | +30.9% |
| YTD | +3.0% | +142.1% | -139.2% | -3.3% |
| 1Y | +31.2% | +151.5% | -120.3% | +23.0% |
| 3Y | +21.8% | +206.9% | -185.1% | +10.4% |
| 5Y | -35.0% | +58.2% | -93.2% | -40.2% |
| All | +117.7% | +689.3% | -571.7% | +80.1% |
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