-34.6%
DG vs PENG
+115.2%
-149.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -5.0% | +1.5% |
| 7D | +8.4% | +4.5% | +3.9% | +8.4% |
| 30D | +4.9% | -7.1% | +12.0% | +4.9% |
| 3M | +29.3% | -27.3% | +56.6% | +29.2% |
| 6M | -11.3% | +169.6% | -180.8% | -12.5% |
| YTD | +1.8% | +164.6% | -162.9% | +0.3% |
| 1Y | +25.3% | +109.5% | -84.1% | +23.5% |
| 3Y | +9.1% | +98.9% | -89.8% | +7.6% |
| All | -34.6% | +115.2% | -149.8% | -38.1% |
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 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