+61.2%
DHI vs PENG
+68.7%
-7.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.3% | -11.8% | -2.5% |
| 7D | -6.1% | +1.9% | -7.9% | -6.7% |
| 30D | +9.8% | -37.8% | +47.6% | +14.6% |
| 3M | -2.2% | -14.1% | +11.9% | -2.7% |
| 6M | +2.0% | +13.1% | -11.1% | -6.1% |
| YTD | +3.3% | +151.8% | -148.5% | -17.9% |
| 1Y | +1.5% | +136.0% | -134.4% | -18.5% |
| 3Y | +24.0% | +217.9% | -193.9% | -11.9% |
| 5Y | +61.2% | +64.1% | -2.9% | +22.7% |
| All | +61.2% | +68.7% | -7.4% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling