+53.3%
DIA vs PENG
+42.1%
+11.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.5% |
| 7D | -0.9% | -19.4% | +18.5% | +0.6% |
| 30D | +0.3% | -42.4% | +42.6% | +4.7% |
| 3M | -4.5% | -25.6% | +21.1% | -3.2% |
| 6M | +3.4% | +7.3% | -3.9% | -2.0% |
| YTD | +7.8% | +113.9% | -106.1% | -6.7% |
| 1Y | +10.7% | +93.6% | -82.8% | -3.2% |
| 3Y | +57.5% | +170.2% | -112.7% | +26.7% |
| All | +53.3% | +42.1% | +11.2% | +24.5% |
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 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