+563.8%
PENG vs DAR
+211.6%
+352.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | -16.1% | -3.8% | -12.3% | -14.1% |
| 30D | -41.5% | -14.4% | -27.1% | -36.7% |
| 3M | -19.1% | -17.9% | -1.2% | -11.6% |
| 6M | +0.9% | -18.3% | +19.2% | +10.4% |
| YTD | +128.2% | +43.2% | +85.0% | +91.9% |
| 1Y | +98.6% | +57.7% | +40.9% | +58.9% |
| 3Y | +188.2% | +22.7% | +165.5% | +139.3% |
| 5Y | +55.5% | -34.0% | +89.5% | +71.0% |
| All | +563.8% | +211.6% | +352.2% | +174.6% |
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