+251.4%
DOV vs PENG
+597.2%
-345.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.7% | -1.2% |
| 7D | -1.9% | -19.4% | +17.6% | +0.6% |
| 30D | +8.3% | -42.4% | +50.7% | +16.0% |
| 3M | -3.1% | -25.6% | +22.6% | -0.9% |
| 6M | -9.8% | +7.3% | -17.1% | -15.9% |
| YTD | +5.2% | +113.9% | -108.7% | -13.6% |
| 1Y | +15.3% | +93.6% | -78.2% | -4.0% |
| 3Y | +58.8% | +170.2% | -111.5% | +19.5% |
| 5Y | +26.6% | +44.2% | -17.6% | -0.4% |
| All | +251.4% | +597.2% | -345.7% | +137.0% |
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