+178.0%
DVA vs PENG
+755.0%
-577.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.1% |
| 7D | +2.2% | +7.8% | -5.6% | +1.6% |
| 30D | -2.0% | -12.2% | +10.2% | -1.2% |
| 3M | -6.3% | -20.6% | +14.4% | -5.8% |
| 6M | +19.4% | +180.9% | -161.5% | +6.4% |
| YTD | +58.5% | +162.3% | -103.8% | +41.5% |
| 1Y | +33.9% | +107.3% | -73.4% | +21.6% |
| 3Y | +88.4% | +110.8% | -22.3% | +63.1% |
| 5Y | +39.5% | +117.8% | -78.3% | +17.6% |
| All | +178.0% | +755.0% | -577.0% | +113.7% |
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