+522.0%
PENG vs DAR
+203.3%
+318.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.4% | +12.9% |
| 7D | -19.4% | -9.9% | -9.5% | -15.1% |
| 30D | -42.4% | -16.4% | -26.0% | -37.2% |
| 3M | -25.6% | -17.1% | -8.6% | -19.5% |
| 6M | +7.3% | -20.5% | +27.8% | +18.8% |
| YTD | +113.9% | +39.4% | +74.4% | +81.9% |
| 1Y | +93.6% | +57.2% | +36.3% | +54.9% |
| 3Y | +170.2% | +13.9% | +156.4% | +132.7% |
| 5Y | +44.2% | -40.8% | +85.0% | +67.5% |
| All | +522.0% | +203.3% | +318.7% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling