-39.7%
DT vs PENG
+68.7%
-108.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | +0.2% |
| 7D | -5.4% | +1.9% | -7.3% | -6.2% |
| 30D | -32.2% | -37.8% | +5.6% | -28.1% |
| 3M | -10.9% | -14.1% | +3.2% | -10.9% |
| 6M | +10.0% | +13.1% | -3.1% | -0.7% |
| YTD | +2.1% | +151.8% | -149.7% | -24.1% |
| 1Y | -5.5% | +136.0% | -141.5% | -28.9% |
| 3Y | -12.4% | +217.9% | -230.4% | -45.8% |
| 5Y | -39.7% | +64.1% | -103.8% | -60.0% |
| All | -39.7% | +68.7% | -108.4% | -60.0% |
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