+0.7%
DT vs PENG
+106.3%
-105.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | -4.9% | +7.8% | -12.7% | -4.8% |
| 30D | +2.7% | -12.2% | +14.9% | +2.5% |
| 3M | +20.0% | -20.6% | +40.6% | +19.6% |
| 6M | +28.0% | +180.9% | -152.9% | +22.0% |
| YTD | +16.0% | +162.3% | -146.2% | +10.5% |
| 1Y | +0.7% | +107.3% | -106.6% | -1.4% |
| All | +0.7% | +106.3% | -105.6% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling