+73.3%
DRI vs PENG
+115.2%
-42.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -7.0% | -1.1% |
| 7D | +0.6% | +4.5% | -4.0% | +0.2% |
| 30D | +3.8% | -7.1% | +11.0% | +4.3% |
| 3M | +13.0% | -27.3% | +40.3% | +14.4% |
| 6M | +8.3% | +169.6% | -161.3% | -7.0% |
| YTD | +20.6% | +164.6% | -144.0% | +3.4% |
| 1Y | +6.5% | +109.5% | -103.0% | -6.7% |
| 3Y | +53.7% | +98.9% | -45.2% | +27.1% |
| All | +73.3% | +115.2% | -42.0% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling