+16.6%
DOV vs PENG
+130.4%
-113.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.7% |
| 7D | +3.0% | +13.2% | -10.2% | +1.9% |
| 30D | +8.6% | -29.9% | +38.5% | +10.9% |
| 3M | +1.9% | -22.2% | +24.1% | +2.5% |
| 6M | -1.7% | -1.9% | +0.2% | -5.7% |
| YTD | +8.3% | +142.1% | -133.8% | -10.9% |
| 1Y | +16.6% | +151.5% | -135.0% | -4.7% |
| All | +16.6% | +130.4% | -113.8% | -4.7% |
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