+24.4%
DHI vs PENG
+222.1%
-197.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.3% | -11.8% | -2.0% |
| 7D | -6.1% | +1.9% | -7.9% | -6.3% |
| 30D | +9.8% | -37.8% | +47.6% | +13.0% |
| 3M | -2.2% | -14.1% | +11.9% | -2.5% |
| 6M | +2.0% | +13.1% | -11.1% | -4.1% |
| YTD | +3.3% | +151.8% | -148.5% | -13.5% |
| 1Y | +1.5% | +136.0% | -134.4% | -14.5% |
| All | +24.4% | +222.1% | -197.7% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling