+123.9%
DG vs PENG
+520.3%
-396.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.0% | +20.4% | -1.9% |
| 7D | +6.1% | -36.7% | +42.8% | +7.2% |
| 30D | +11.9% | -42.0% | +54.0% | +13.3% |
| 3M | +9.3% | -33.2% | +42.5% | +9.8% |
| 6M | +19.1% | +2.1% | +17.0% | +16.3% |
| YTD | +5.9% | +90.3% | -84.4% | +0.2% |
| 1Y | +39.8% | +67.7% | -27.9% | +32.8% |
| 3Y | +23.4% | +154.2% | -130.9% | +12.3% |
| 5Y | -33.3% | +28.3% | -61.6% | -38.4% |
| All | +123.9% | +520.3% | -396.4% | +86.6% |
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