+37.7%
DRI vs PENG
+120.3%
-82.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | +0.4% |
| 7D | -0.7% | +1.9% | -2.6% | -0.5% |
| 30D | +14.7% | -37.8% | +52.5% | +13.6% |
| 3M | +5.4% | -14.1% | +19.5% | +5.4% |
| 6M | +18.8% | +13.1% | +5.7% | +15.4% |
| YTD | +28.4% | +151.8% | -123.4% | +15.2% |
| 1Y | +37.7% | +136.0% | -98.3% | +23.8% |
| All | +37.7% | +120.3% | -82.6% | +23.8% |
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