+232.5%
DOV vs PENG
+762.7%
-530.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | -0.1% |
| 7D | -2.7% | +4.5% | -7.2% | -3.4% |
| 30D | -8.1% | -7.1% | -1.0% | -7.3% |
| 3M | -9.4% | -27.3% | +17.9% | -7.3% |
| 6M | -12.6% | +169.6% | -182.2% | -29.0% |
| YTD | -0.5% | +164.6% | -165.1% | -19.2% |
| 1Y | +9.2% | +109.5% | -100.2% | -8.6% |
| 3Y | +34.1% | +98.9% | -64.8% | +5.8% |
| 5Y | +17.3% | +116.3% | -99.0% | -11.8% |
| All | +232.5% | +762.7% | -530.1% | +121.6% |
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