+195.4%
DVA vs PENG
+597.2%
-401.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -2.6% |
| 7D | +2.1% | -19.4% | +21.5% | +3.1% |
| 30D | +8.2% | -42.4% | +50.6% | +11.7% |
| 3M | +5.9% | -25.6% | +31.6% | +6.7% |
| 6M | -1.3% | +7.3% | -8.6% | -5.5% |
| YTD | +68.4% | +113.9% | -45.4% | +50.7% |
| 1Y | +57.5% | +93.6% | -36.1% | +42.0% |
| 3Y | +142.3% | +170.2% | -27.9% | +104.0% |
| 5Y | +75.0% | +44.2% | +30.8% | +51.3% |
| All | +195.4% | +597.2% | -401.7% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling