+120.4%
DLR vs PENG
+762.7%
-642.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.4% |
| 7D | +1.6% | +4.5% | -3.0% | +1.1% |
| 30D | -3.4% | -7.1% | +3.8% | -2.7% |
| 3M | +0.5% | -27.3% | +27.8% | +2.0% |
| 6M | +4.6% | +169.6% | -165.0% | -9.9% |
| YTD | +23.4% | +164.6% | -141.2% | +6.2% |
| 1Y | +19.0% | +109.5% | -90.4% | +4.9% |
| 3Y | +56.5% | +98.9% | -42.4% | +32.4% |
| 5Y | +33.3% | +116.3% | -82.9% | +8.9% |
| All | +120.4% | +762.7% | -642.3% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling