+142.3%
DVA vs PENG
+184.4%
-42.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -1.8% |
| 7D | +2.1% | -19.4% | +21.5% | +2.1% |
| 30D | +8.2% | -42.4% | +50.6% | +8.6% |
| 3M | +5.9% | -25.6% | +31.6% | +5.9% |
| 6M | -1.3% | +7.3% | -8.6% | -3.6% |
| YTD | +68.4% | +113.9% | -45.4% | +61.2% |
| 1Y | +57.5% | +93.6% | -36.1% | +51.4% |
| 3Y | +142.3% | +170.2% | -27.9% | +116.5% |
| All | +142.3% | +184.4% | -42.1% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling