-35.4%
DOW vs PENG
+101.4%
-136.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.5% | -3.6% |
| 7D | -2.4% | +4.5% | -6.9% | -2.8% |
| 30D | +0.4% | -7.1% | +7.5% | +0.8% |
| 3M | -14.4% | -27.3% | +12.9% | -13.2% |
| 6M | -7.0% | +169.6% | -176.6% | -22.1% |
| YTD | +30.2% | +164.6% | -134.4% | +9.0% |
| 1Y | +29.2% | +109.5% | -80.3% | +11.3% |
| All | -35.4% | +101.4% | -136.8% | -47.7% |
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