-7.6%
DT vs PENG
+153.0%
-160.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -23.0% | +16.4% | -5.1% |
| 7D | -28.3% | -36.7% | +8.4% | -26.4% |
| 30D | -28.4% | -42.0% | +13.6% | -26.2% |
| 3M | -14.1% | -33.2% | +19.1% | -12.4% |
| 6M | +13.2% | +2.1% | +11.0% | +7.4% |
| YTD | +0.8% | +90.3% | -89.5% | -12.1% |
| 1Y | -7.8% | +67.7% | -75.4% | -18.5% |
| All | -7.6% | +153.0% | -160.6% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling