+124.7%
PENG vs DAR
+63.3%
+61.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.5% | -6.6% | -8.1% |
| 7D | -20.5% | -5.7% | -14.8% | -18.5% |
| 30D | -20.4% | -16.6% | -3.8% | -14.6% |
| 3M | -16.4% | -13.1% | -3.4% | -12.8% |
| 6M | +49.2% | -18.8% | +68.0% | +57.0% |
| YTD | +147.2% | +45.3% | +101.9% | +107.6% |
| 1Y | +124.7% | +60.6% | +64.0% | +86.3% |
| All | +124.7% | +63.3% | +61.4% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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