-12.8%
DPZ vs PENG
+73.0%
-85.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.0% | +23.3% | -1.5% |
| 7D | +9.5% | -36.7% | +46.2% | +6.2% |
| 30D | +12.8% | -42.0% | +54.8% | +9.1% |
| 3M | -6.2% | -33.2% | +27.0% | -7.9% |
| 6M | +4.3% | +2.1% | +2.1% | -1.1% |
| YTD | -16.6% | +90.3% | -106.9% | -25.2% |
| 1Y | -12.8% | +67.7% | -80.5% | -21.8% |
| All | -12.8% | +73.0% | -85.8% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling