+113.4%
DLR vs PENG
+720.8%
-607.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -1.0% |
| 7D | -2.0% | +1.9% | -3.9% | -2.6% |
| 30D | +0.5% | -37.8% | +38.3% | +4.9% |
| 3M | -4.4% | -14.1% | +9.7% | -4.1% |
| 6M | -6.4% | +13.1% | -19.6% | -11.2% |
| YTD | +19.5% | +151.8% | -132.3% | +2.2% |
| 1Y | +10.5% | +136.0% | -125.5% | -4.8% |
| 3Y | +54.0% | +217.9% | -163.9% | +24.5% |
| 5Y | +39.7% | +64.1% | -24.4% | +15.9% |
| All | +113.4% | +720.8% | -607.5% | +49.3% |
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