+32.3%
DLR vs PENG
+42.1%
-9.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -1.9% |
| 7D | -3.6% | -19.4% | +15.9% | -1.4% |
| 30D | -3.5% | -42.4% | +38.9% | +2.8% |
| 3M | -8.9% | -25.6% | +16.7% | -6.7% |
| 6M | -11.6% | +7.3% | -18.9% | -17.5% |
| YTD | +14.9% | +113.9% | -99.0% | -5.4% |
| 1Y | +6.4% | +93.6% | -87.1% | -11.1% |
| 3Y | +47.3% | +170.2% | -123.0% | +10.4% |
| All | +32.3% | +42.1% | -9.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling