+21.8%
DHI vs PENG
+111.6%
-89.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -2.0% | +7.8% | -9.8% | -2.6% |
| 30D | -8.3% | -12.2% | +3.9% | -7.6% |
| 3M | -3.7% | -20.6% | +16.9% | -3.3% |
| 6M | -5.4% | +180.9% | -186.3% | -17.8% |
| YTD | -3.0% | +162.3% | -165.3% | -15.3% |
| 1Y | -23.8% | +107.3% | -131.1% | -32.2% |
| 3Y | +21.8% | +110.8% | -89.0% | +4.2% |
| All | +21.8% | +111.6% | -89.8% | +4.2% |
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 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