-25.6%
DOW vs PENG
+198.7%
-224.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.3% | -10.7% | -2.0% |
| 7D | -9.4% | -3.8% | -5.6% | -9.4% |
| 30D | +8.9% | -40.1% | +49.0% | +12.2% |
| 3M | +6.7% | -21.8% | +28.5% | +7.0% |
| 6M | -14.2% | +3.3% | -17.5% | -19.7% |
| YTD | +36.9% | +133.6% | -96.7% | +9.9% |
| 1Y | +45.8% | +110.7% | -64.9% | +18.9% |
| All | -25.6% | +198.7% | -224.3% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling