-37.4%
DOW vs PENG
+115.2%
-152.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.5% | -3.8% |
| 7D | -2.4% | +4.5% | -6.9% | -3.0% |
| 30D | +0.4% | -7.1% | +7.5% | +0.9% |
| 3M | -14.4% | -27.3% | +12.9% | -13.0% |
| 6M | -7.0% | +169.6% | -176.6% | -24.8% |
| YTD | +30.2% | +164.6% | -134.4% | +5.2% |
| 1Y | +29.2% | +109.5% | -80.3% | +8.0% |
| 3Y | -36.7% | +98.9% | -135.6% | -50.3% |
| All | -37.4% | +115.2% | -152.7% | -52.6% |
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