+41.9%
DTE vs PENG
+42.1%
-0.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.4% | -12.2% | 0.0% |
| 7D | -0.3% | -19.4% | +19.1% | -0.1% |
| 30D | +6.2% | -42.4% | +48.6% | +6.7% |
| 3M | -2.6% | -25.6% | +23.0% | -2.5% |
| 6M | -3.5% | +7.3% | -10.8% | -4.6% |
| YTD | +7.4% | +113.9% | -106.5% | +4.1% |
| 1Y | +4.2% | +93.6% | -89.4% | +1.3% |
| 3Y | +51.7% | +170.2% | -118.5% | +43.5% |
| All | +41.9% | +42.1% | -0.2% | +29.9% |
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 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