+74.7%
DRI vs PENG
+31.0%
+43.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.0% | +22.2% | +0.7% |
| 7D | +3.7% | -36.7% | +40.4% | +6.5% |
| 30D | +13.5% | -42.0% | +55.5% | +16.8% |
| 3M | +10.4% | -33.2% | +43.6% | +12.0% |
| 6M | +19.5% | +2.1% | +17.4% | +12.3% |
| YTD | +28.2% | +90.3% | -62.1% | +10.7% |
| 1Y | +31.0% | +67.7% | -36.7% | +14.7% |
| 3Y | +67.1% | +154.2% | -87.2% | +28.0% |
| 5Y | +74.7% | +28.3% | +46.4% | +41.1% |
| All | +74.7% | +31.0% | +43.7% | +41.1% |
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