+267.2%
DOV vs PENG
+661.7%
-394.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.3% | -4.8% | +3.1% |
| 7D | -1.4% | -3.8% | +2.4% | -1.5% |
| 30D | +12.8% | -40.1% | +52.9% | +20.2% |
| 3M | +1.1% | -21.8% | +22.9% | +2.6% |
| 6M | -2.6% | +3.3% | -5.9% | -8.4% |
| YTD | +9.9% | +133.6% | -123.7% | -11.0% |
| 1Y | +19.3% | +110.7% | -91.4% | -1.9% |
| 3Y | +68.4% | +204.3% | -135.9% | +24.5% |
| 5Y | +29.1% | +54.4% | -25.2% | +0.5% |
| All | +267.2% | +661.7% | -394.5% | +144.3% |
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