+4.1%
DTE vs PENG
+106.3%
-102.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | 0.0% | +7.3% | -7.3% | +0.1% |
| 30D | -0.5% | -7.5% | +6.9% | -0.6% |
| 3M | -6.0% | -17.2% | +11.2% | -6.1% |
| 6M | -7.2% | +176.7% | -184.0% | -9.5% |
| YTD | +7.2% | +161.0% | -153.9% | +4.7% |
| 1Y | +4.1% | +108.8% | -104.8% | +2.8% |
| All | +4.1% | +106.3% | -102.2% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling