-22.9%
DHI vs PENG
+98.5%
-121.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +1.4% |
| 7D | -3.4% | -1.2% | -2.2% | -3.4% |
| 30D | -5.4% | -12.9% | +7.5% | -4.8% |
| 3M | -10.4% | -20.5% | +10.0% | -10.2% |
| 6M | -2.8% | +176.8% | -179.6% | -20.0% |
| YTD | -3.4% | +161.6% | -165.0% | -20.1% |
| 1Y | -22.9% | +95.6% | -118.5% | -34.4% |
| All | -22.9% | +98.5% | -121.4% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling