+87.8%
DT vs PENG
+211.3%
-123.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | +0.9% |
| 7D | +3.1% | +13.2% | -10.1% | +0.4% |
| 30D | -29.5% | -29.9% | +0.4% | -25.6% |
| 3M | -11.7% | -22.2% | +10.5% | -10.1% |
| 6M | +29.0% | -1.9% | +30.9% | +17.7% |
| YTD | +3.4% | +142.1% | -138.8% | -27.6% |
| 1Y | -4.2% | +151.5% | -155.7% | -33.8% |
| 3Y | -12.8% | +206.9% | -219.8% | -49.6% |
| 5Y | -39.6% | +58.2% | -97.8% | -60.7% |
| All | +87.8% | +211.3% | -123.4% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling