-29.5%
DOW vs PENG
+42.1%
-71.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -3.0% |
| 7D | -9.5% | -19.4% | +9.9% | -8.0% |
| 30D | +13.1% | -42.4% | +55.5% | +18.3% |
| 3M | +4.8% | -25.6% | +30.5% | +5.8% |
| 6M | -16.7% | +7.3% | -23.9% | -23.2% |
| YTD | +38.9% | +113.9% | -75.0% | +12.3% |
| 1Y | +48.3% | +93.6% | -45.3% | +21.7% |
| 3Y | -24.4% | +170.2% | -194.6% | -44.2% |
| All | -29.5% | +42.1% | -71.6% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling