+117.0%
DG vs PENG
+597.2%
-480.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.4% | -15.5% | -3.4% |
| 7D | +1.1% | -19.4% | +20.5% | +1.5% |
| 30D | +9.5% | -42.4% | +51.9% | +10.9% |
| 3M | +5.5% | -25.6% | +31.1% | +5.7% |
| 6M | +16.1% | +7.3% | +8.8% | +13.3% |
| YTD | +2.7% | +113.9% | -111.2% | -3.2% |
| 1Y | +42.1% | +93.6% | -51.5% | +34.4% |
| 3Y | +19.3% | +170.2% | -151.0% | +8.5% |
| 5Y | -35.3% | +44.2% | -79.5% | -40.5% |
| All | +117.0% | +597.2% | -480.1% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling