+105.2%
DLR vs PENG
+597.2%
-492.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -1.6% |
| 7D | -3.6% | -19.4% | +15.9% | -1.8% |
| 30D | -3.5% | -42.4% | +38.9% | +1.7% |
| 3M | -8.9% | -25.6% | +16.7% | -7.1% |
| 6M | -11.6% | +7.3% | -18.9% | -15.7% |
| YTD | +14.9% | +113.9% | -99.0% | +0.1% |
| 1Y | +6.4% | +93.6% | -87.1% | -6.3% |
| 3Y | +47.3% | +170.2% | -123.0% | +21.3% |
| 5Y | +32.8% | +44.2% | -11.4% | +11.9% |
| All | +105.2% | +597.2% | -492.0% | +46.3% |
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