+83.2%
DT vs PENG
+144.6%
-61.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -23.0% | +16.4% | -2.0% |
| 7D | -28.3% | -36.7% | +8.4% | -22.3% |
| 30D | -28.4% | -42.0% | +13.6% | -21.6% |
| 3M | -14.1% | -33.2% | +19.1% | -9.7% |
| 6M | +13.2% | +2.1% | +11.0% | +0.4% |
| YTD | +0.8% | +90.3% | -89.5% | -25.6% |
| 1Y | -7.8% | +67.7% | -75.4% | -30.0% |
| 3Y | -8.3% | +154.2% | -162.5% | -45.2% |
| 5Y | -42.7% | +28.3% | -71.0% | -61.2% |
| All | +83.2% | +144.6% | -61.4% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling