+370.8%
DKS vs PENG
+661.7%
-290.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.3% | -4.4% | +3.5% |
| 7D | +3.8% | -3.8% | +7.6% | +3.5% |
| 30D | +8.1% | -40.1% | +48.2% | +14.8% |
| 3M | -28.6% | -21.8% | -6.8% | -27.8% |
| 6M | -33.6% | +3.3% | -36.9% | -38.6% |
| YTD | -23.8% | +133.6% | -157.4% | -40.0% |
| 1Y | -30.7% | +110.7% | -141.4% | -44.6% |
| 3Y | +41.5% | +204.3% | -162.7% | +1.8% |
| 5Y | +23.0% | +54.4% | -31.3% | -6.5% |
| All | +370.8% | +661.7% | -290.8% | +214.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling