+245.3%
DRI vs PENG
+661.7%
-416.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.7% | +0.3% |
| 7D | +3.1% | -3.8% | +6.9% | +2.8% |
| 30D | +16.2% | -40.1% | +56.3% | +22.8% |
| 3M | +8.4% | -21.8% | +30.2% | +9.2% |
| 6M | +19.0% | +3.3% | +15.7% | +10.3% |
| YTD | +28.8% | +133.6% | -104.8% | +2.3% |
| 1Y | +33.1% | +110.7% | -77.6% | +7.3% |
| 3Y | +70.8% | +204.3% | -133.5% | +19.4% |
| 5Y | +74.2% | +54.4% | +19.9% | +30.5% |
| All | +245.3% | +661.7% | -416.4% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling