+106.3%
DTE vs PENG
+661.7%
-555.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.8% | +1.9% |
| 7D | +1.8% | -3.8% | +5.6% | +1.8% |
| 30D | +9.0% | -40.1% | +49.1% | +11.7% |
| 3M | -0.2% | -21.8% | +21.6% | +0.3% |
| 6M | +0.1% | +3.3% | -3.2% | -2.6% |
| YTD | +10.0% | +133.6% | -123.7% | +0.3% |
| 1Y | +4.7% | +110.7% | -106.0% | -3.9% |
| 3Y | +55.7% | +204.3% | -148.6% | +34.4% |
| 5Y | +45.1% | +54.4% | -9.2% | +28.1% |
| All | +106.3% | +661.7% | -555.3% | +57.8% |
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 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