+68.7%
DRI vs PENG
+153.0%
-84.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.0% | +22.2% | -0.7% |
| 7D | +3.7% | -36.7% | +40.4% | +4.0% |
| 30D | +13.5% | -42.0% | +55.5% | +13.8% |
| 3M | +10.4% | -33.2% | +43.6% | +10.4% |
| 6M | +19.5% | +2.1% | +17.4% | +15.1% |
| YTD | +28.2% | +90.3% | -62.1% | +18.3% |
| 1Y | +31.0% | +67.7% | -36.7% | +21.6% |
| All | +68.7% | +153.0% | -84.4% | +44.7% |
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