+65.7%
DIA vs PENG
+115.2%
-49.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -7.0% | -1.2% |
| 7D | -0.2% | +4.5% | -4.7% | -0.6% |
| 30D | -1.5% | -7.1% | +5.6% | -1.0% |
| 3M | +3.8% | -27.3% | +31.0% | +5.3% |
| 6M | +10.3% | +169.6% | -159.3% | -4.9% |
| YTD | +12.1% | +164.6% | -152.5% | -3.4% |
| 1Y | +18.6% | +109.5% | -90.8% | +4.5% |
| 3Y | +60.6% | +98.9% | -38.3% | +35.2% |
| All | +65.7% | +115.2% | -49.5% | +36.2% |
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