+370.6%
DHI vs PENG
+762.7%
-392.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.6% | -2.1% |
| 7D | -3.1% | +4.5% | -7.7% | -3.8% |
| 30D | -5.5% | -7.1% | +1.6% | -4.7% |
| 3M | -2.2% | -27.3% | +25.1% | -0.3% |
| 6M | -6.0% | +169.6% | -175.5% | -24.4% |
| YTD | 0.0% | +164.6% | -164.6% | -19.7% |
| 1Y | -18.2% | +109.5% | -127.7% | -32.2% |
| 3Y | +22.5% | +98.9% | -76.4% | -5.0% |
| 5Y | +58.4% | +116.3% | -57.9% | +16.8% |
| All | +370.6% | +762.7% | -392.1% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling