+348.9%
DKS vs PENG
+597.2%
-248.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -2.0% |
| 7D | -2.1% | -19.4% | +17.3% | +0.2% |
| 30D | +7.3% | -42.4% | +49.7% | +14.6% |
| 3M | -28.4% | -25.6% | -2.8% | -27.1% |
| 6M | -36.9% | +7.3% | -44.2% | -42.3% |
| YTD | -27.3% | +113.9% | -141.2% | -42.0% |
| 1Y | -33.2% | +93.6% | -126.8% | -45.9% |
| 3Y | +32.2% | +170.2% | -138.1% | -3.2% |
| 5Y | +22.3% | +44.2% | -21.9% | -6.1% |
| All | +348.9% | +597.2% | -248.2% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling