+50.1%
DVA vs PENG
+120.3%
-70.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -8.0% | +2.8% |
| 7D | -4.8% | +1.9% | -6.6% | -4.4% |
| 30D | +0.9% | -37.8% | +38.7% | -0.3% |
| 3M | +2.9% | -14.1% | +17.0% | +3.1% |
| 6M | -7.8% | +13.1% | -20.9% | -5.9% |
| YTD | +61.5% | +151.8% | -90.3% | +83.0% |
| 1Y | +50.1% | +136.0% | -85.9% | +69.9% |
| All | +50.1% | +120.3% | -70.2% | +69.9% |
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 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