+67.0%
DRI vs PENG
+184.4%
-117.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -1.1% |
| 7D | +2.8% | -19.4% | +22.3% | +2.9% |
| 30D | +13.3% | -42.4% | +55.6% | +13.8% |
| 3M | +8.2% | -25.6% | +33.8% | +8.2% |
| 6M | +17.5% | +7.3% | +10.3% | +13.6% |
| YTD | +26.9% | +113.9% | -86.9% | +17.0% |
| 1Y | +31.6% | +93.6% | -62.0% | +21.9% |
| 3Y | +67.0% | +170.2% | -103.3% | +43.2% |
| All | +67.0% | +184.4% | -117.4% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling