+112.2%
DLR vs PENG
+661.7%
-549.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.3% | -5.9% | +2.4% |
| 7D | +2.4% | -3.8% | +6.1% | +2.3% |
| 30D | +0.7% | -40.1% | +40.8% | +5.6% |
| 3M | -6.4% | -21.8% | +15.4% | -5.1% |
| 6M | -6.5% | +3.3% | -9.9% | -10.3% |
| YTD | +18.8% | +133.6% | -114.8% | +2.5% |
| 1Y | +9.0% | +110.7% | -101.7% | -4.9% |
| 3Y | +54.5% | +204.3% | -149.8% | +25.6% |
| 5Y | +35.8% | +54.4% | -18.5% | +13.5% |
| All | +112.2% | +661.7% | -549.5% | +49.8% |
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 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