+243.6%
DRI vs PENG
+520.3%
-276.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.0% | +22.2% | +2.2% |
| 7D | +3.7% | -36.7% | +40.4% | +9.3% |
| 30D | +13.5% | -42.0% | +55.5% | +20.2% |
| 3M | +10.4% | -33.2% | +43.6% | +13.7% |
| 6M | +19.5% | +2.1% | +17.4% | +10.0% |
| YTD | +28.2% | +90.3% | -62.1% | +4.7% |
| 1Y | +31.0% | +67.7% | -36.7% | +9.1% |
| 3Y | +67.1% | +154.2% | -87.2% | +19.5% |
| 5Y | +74.7% | +28.3% | +46.4% | +34.1% |
| All | +243.6% | +520.3% | -276.7% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling