+354.5%
DHI vs PENG
+752.7%
-398.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +0.9% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | -5.4% | -12.9% | +7.5% | -3.7% |
| 3M | -10.4% | -20.5% | +10.0% | -9.7% |
| 6M | -2.8% | +176.8% | -179.6% | -22.2% |
| YTD | -3.4% | +161.6% | -165.0% | -22.3% |
| 1Y | -22.9% | +95.6% | -118.5% | -35.3% |
| 3Y | +20.7% | +111.9% | -91.2% | -7.7% |
| 5Y | +62.1% | +111.4% | -49.3% | +20.0% |
| All | +354.5% | +752.7% | -398.1% | +180.5% |
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