+32.0%
DOV vs PENG
+68.7%
-36.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -1.3% |
| 7D | -0.1% | +1.9% | -2.0% | -0.9% |
| 30D | +11.3% | -37.8% | +49.1% | +17.9% |
| 3M | +2.2% | -14.1% | +16.3% | +2.1% |
| 6M | -2.9% | +13.1% | -16.0% | -10.8% |
| YTD | +9.6% | +151.8% | -142.2% | -14.6% |
| 1Y | +16.7% | +136.0% | -119.3% | -8.2% |
| 3Y | +66.9% | +217.9% | -151.1% | +16.3% |
| 5Y | +32.0% | +64.1% | -32.1% | -6.1% |
| All | +32.0% | +68.7% | -36.7% | -6.1% |
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