+33.8%
DIS vs PENG
+101.4%
-67.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -2.1% |
| 7D | -2.6% | +4.5% | -7.1% | -2.8% |
| 30D | +3.5% | -7.1% | +10.6% | +3.8% |
| 3M | +6.8% | -27.3% | +34.1% | +7.8% |
| 6M | +3.0% | +169.6% | -166.6% | -9.2% |
| YTD | -6.7% | +164.6% | -171.3% | -17.8% |
| 1Y | -10.1% | +109.5% | -119.5% | -19.4% |
| All | +33.8% | +101.4% | -67.6% | +14.8% |
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