+223.3%
DRI vs PENG
+762.7%
-539.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -7.0% | -1.5% |
| 7D | +0.6% | +4.5% | -4.0% | -0.1% |
| 30D | +3.8% | -7.1% | +11.0% | +4.6% |
| 3M | +13.0% | -27.3% | +40.3% | +14.9% |
| 6M | +8.3% | +169.6% | -161.3% | -13.3% |
| YTD | +20.6% | +164.6% | -144.0% | -3.6% |
| 1Y | +6.5% | +109.5% | -103.0% | -12.2% |
| 3Y | +53.7% | +98.9% | -45.2% | +16.9% |
| 5Y | +72.7% | +116.3% | -43.6% | +23.8% |
| All | +223.3% | +762.7% | -539.4% | +91.9% |
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