+40.5%
DVA vs PENG
+115.2%
-74.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +0.9% |
| 7D | +1.8% | +4.5% | -2.7% | +1.6% |
| 30D | -2.5% | -7.1% | +4.6% | -2.2% |
| 3M | -4.3% | -27.3% | +23.0% | -3.5% |
| 6M | +18.9% | +169.6% | -150.7% | +8.2% |
| YTD | +61.9% | +164.6% | -102.7% | +47.2% |
| 1Y | +35.7% | +109.5% | -73.7% | +25.4% |
| 3Y | +78.6% | +98.9% | -20.3% | +58.2% |
| All | +40.5% | +115.2% | -74.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling