-43.0%
DT vs PENG
+42.1%
-85.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -2.4% |
| 7D | -24.7% | -19.4% | -5.3% | -22.9% |
| 30D | -27.4% | -42.4% | +15.0% | -22.0% |
| 3M | -11.1% | -25.6% | +14.5% | -9.2% |
| 6M | +13.7% | +7.3% | +6.4% | +2.6% |
| YTD | +0.2% | +113.9% | -113.6% | -23.6% |
| 1Y | -5.7% | +93.6% | -99.3% | -26.8% |
| 3Y | -8.1% | +170.2% | -178.3% | -41.8% |
| All | -43.0% | +42.1% | -85.1% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling