-10.4%
DOW vs PENG
+311.1%
-321.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -2.9% | +7.8% | -10.7% | -4.4% |
| 30D | +2.0% | -12.2% | +14.2% | +3.9% |
| 3M | -12.5% | -20.6% | +8.1% | -12.1% |
| 6M | -9.2% | +180.9% | -190.1% | -33.6% |
| YTD | +30.8% | +162.3% | -131.5% | -3.4% |
| 1Y | +29.4% | +107.3% | -77.9% | +0.1% |
| 3Y | -34.6% | +110.8% | -145.3% | -54.8% |
| 5Y | -35.9% | +117.8% | -153.8% | -59.3% |
| All | -10.4% | +311.1% | -321.5% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling