-32.2%
DG vs PENG
+50.3%
-82.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.4% |
| 7D | +5.2% | -16.1% | +21.3% | +5.0% |
| 30D | +7.9% | -41.5% | +49.4% | +7.6% |
| 3M | +12.7% | -19.1% | +31.8% | +12.4% |
| 6M | +22.4% | +0.9% | +21.5% | +21.5% |
| YTD | +5.4% | +128.2% | -122.8% | +3.7% |
| 1Y | +39.4% | +98.6% | -59.2% | +37.1% |
| 3Y | +24.1% | +188.2% | -164.1% | +20.8% |
| 5Y | -32.2% | +55.5% | -87.7% | -33.8% |
| All | -32.2% | +50.3% | -82.5% | -33.8% |
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