-26.7%
DT vs PENG
+115.2%
-141.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -2.7% |
| 7D | -3.3% | +4.5% | -7.8% | -4.0% |
| 30D | +2.0% | -7.1% | +9.2% | +2.8% |
| 3M | +20.0% | -27.3% | +47.3% | +22.3% |
| 6M | +39.3% | +169.6% | -130.3% | +5.0% |
| YTD | +19.8% | +164.6% | -144.9% | -10.0% |
| 1Y | +4.3% | +109.5% | -105.2% | -18.4% |
| 3Y | +7.7% | +98.9% | -91.2% | -24.0% |
| All | -26.7% | +115.2% | -141.9% | -50.0% |
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