+58.2%
DLR vs PENG
+101.4%
-43.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.3% |
| 7D | +1.6% | +4.5% | -3.0% | +1.1% |
| 30D | -3.4% | -7.1% | +3.8% | -2.8% |
| 3M | +0.5% | -27.3% | +27.8% | +1.9% |
| 6M | +4.6% | +169.6% | -165.0% | -11.2% |
| YTD | +23.4% | +164.6% | -141.2% | +4.7% |
| 1Y | +19.0% | +109.5% | -90.4% | +3.5% |
| All | +58.2% | +101.4% | -43.2% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling