+57.9%
DIA vs PENG
+56.5%
+1.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.6% |
| 7D | +2.1% | +13.2% | -11.1% | +0.9% |
| 30D | +1.5% | -29.9% | +31.4% | +4.1% |
| 3M | -2.4% | -22.2% | +19.8% | -1.5% |
| 6M | +6.0% | -1.9% | +7.8% | +1.9% |
| YTD | +10.1% | +142.1% | -132.1% | -6.0% |
| 1Y | +11.8% | +151.5% | -139.7% | -5.0% |
| 3Y | +59.7% | +206.9% | -147.2% | +26.7% |
| All | +57.9% | +56.5% | +1.4% | +26.0% |
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 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