+249.2%
DOV vs PENG
+520.3%
-271.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -23.0% | +18.3% | -1.3% |
| 7D | -3.7% | -36.7% | +33.0% | +2.3% |
| 30D | +5.6% | -42.0% | +47.6% | +12.9% |
| 3M | -3.5% | -33.2% | +29.7% | +0.4% |
| 6M | -8.9% | +2.1% | -11.0% | -14.5% |
| YTD | +4.5% | +90.3% | -85.8% | -12.6% |
| 1Y | +13.9% | +67.7% | -53.8% | -3.0% |
| 3Y | +55.9% | +154.2% | -98.4% | +18.4% |
| 5Y | +25.8% | +28.3% | -2.5% | +0.8% |
| All | +249.2% | +520.3% | -271.1% | +139.9% |
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