+58.2%
DIA vs PENG
+153.0%
-94.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -23.0% | +19.5% | -1.8% |
| 7D | -1.6% | -36.7% | +35.1% | +1.5% |
| 30D | 0.0% | -42.0% | +42.0% | +3.5% |
| 3M | -4.9% | -33.2% | +28.3% | -3.1% |
| 6M | +5.0% | +2.1% | +2.9% | 0.0% |
| YTD | +8.2% | +90.3% | -82.1% | -4.9% |
| 1Y | +10.3% | +67.7% | -57.4% | -1.8% |
| All | +58.2% | +153.0% | -94.9% | +29.0% |
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