+0.1%
DOW vs PENG
+279.5%
-279.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | +0.6% |
| 7D | +5.2% | +13.2% | -8.0% | +2.9% |
| 30D | +13.2% | -29.9% | +43.1% | +18.3% |
| 3M | +10.1% | -22.2% | +32.3% | +11.2% |
| 6M | -13.1% | -1.9% | -11.2% | -20.4% |
| YTD | +46.1% | +142.1% | -96.0% | +6.0% |
| 1Y | +50.0% | +151.5% | -101.5% | +7.8% |
| 3Y | -20.2% | +206.9% | -227.2% | -49.7% |
| 5Y | -27.7% | +58.2% | -85.9% | -50.8% |
| All | +0.1% | +279.5% | -279.4% | -56.1% |
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 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