+186.5%
DVA vs PENG
+661.7%
-475.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.3% | -12.3% | -3.6% |
| 7D | -0.1% | -3.8% | +3.7% | -0.3% |
| 30D | +3.5% | -40.1% | +43.6% | +6.5% |
| 3M | +1.0% | -21.8% | +22.7% | +1.4% |
| 6M | -6.6% | +3.3% | -9.9% | -10.1% |
| YTD | +63.3% | +133.6% | -70.3% | +45.2% |
| 1Y | +50.0% | +110.7% | -60.7% | +34.4% |
| 3Y | +120.1% | +204.3% | -84.2% | +83.6% |
| 5Y | +73.7% | +54.4% | +19.3% | +49.5% |
| All | +186.5% | +661.7% | -475.2% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling