+10.0%
DLR vs PENG
+103.2%
-93.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.6% |
| 7D | +0.3% | -16.1% | +16.4% | +1.4% |
| 30D | +1.2% | -41.5% | +42.7% | +4.5% |
| 3M | -4.8% | -19.1% | +14.3% | -4.0% |
| 6M | -6.1% | +0.9% | -7.1% | -9.8% |
| YTD | +19.3% | +128.2% | -108.9% | +0.4% |
| 1Y | +10.0% | +98.6% | -88.6% | -5.3% |
| All | +10.0% | +103.2% | -93.2% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling