+184.1%
DVA vs PENG
+762.7%
-578.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +0.8% |
| 7D | +1.8% | +4.5% | -2.7% | +1.5% |
| 30D | -2.5% | -7.1% | +4.6% | -2.1% |
| 3M | -4.3% | -27.3% | +23.0% | -3.2% |
| 6M | +18.9% | +169.6% | -150.7% | +6.3% |
| YTD | +61.9% | +164.6% | -102.7% | +44.5% |
| 1Y | +35.7% | +109.5% | -73.7% | +23.2% |
| 3Y | +78.6% | +98.9% | -20.3% | +55.7% |
| 5Y | +39.2% | +116.3% | -77.0% | +17.4% |
| All | +184.1% | +762.7% | -578.6% | +118.2% |
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