+339.5%
DKS vs PENG
+762.7%
-423.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.5% |
| 7D | +3.0% | +4.5% | -1.5% | +2.2% |
| 30D | -30.5% | -7.1% | -23.4% | -29.9% |
| 3M | -35.7% | -27.3% | -8.4% | -34.5% |
| 6M | -29.7% | +169.6% | -199.3% | -44.3% |
| YTD | -28.9% | +164.6% | -193.5% | -43.7% |
| 1Y | -35.9% | +109.5% | -145.3% | -47.4% |
| 3Y | +28.2% | +98.9% | -70.8% | -1.2% |
| 5Y | +11.8% | +116.3% | -104.4% | -17.5% |
| All | +339.5% | +762.7% | -423.2% | +194.9% |
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