-28.3%
DOW vs PENG
+68.7%
-97.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -7.0% | +2.4% |
| 7D | -0.5% | +1.9% | -2.4% | -1.1% |
| 30D | +15.7% | -37.8% | +53.5% | +20.2% |
| 3M | +5.3% | -14.1% | +19.4% | +4.9% |
| 6M | -14.2% | +13.1% | -27.3% | -20.7% |
| YTD | +43.9% | +151.8% | -107.9% | +14.5% |
| 1Y | +53.1% | +136.0% | -82.9% | +22.9% |
| 3Y | -21.8% | +217.9% | -239.8% | -43.3% |
| 5Y | -28.3% | +64.1% | -92.4% | -48.4% |
| All | -28.3% | +68.7% | -97.0% | -48.4% |
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