+10.7%
DIA vs PENG
+88.9%
-78.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.0% |
| 7D | -0.9% | -19.4% | +18.5% | -0.2% |
| 30D | +0.3% | -42.4% | +42.6% | +2.6% |
| 3M | -4.5% | -25.6% | +21.1% | -3.9% |
| 6M | +3.4% | +7.3% | -3.9% | -1.7% |
| YTD | +7.8% | +113.9% | -106.1% | -6.9% |
| 1Y | +10.7% | +93.6% | -82.8% | -3.5% |
| All | +10.7% | +88.9% | -78.2% | -3.5% |
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