+93.6%
PENG vs DAR
+54.9%
+38.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.4% | +12.8% |
| 7D | -19.4% | -9.9% | -9.5% | -15.4% |
| 30D | -42.4% | -16.4% | -26.0% | -37.7% |
| 3M | -25.6% | -17.1% | -8.6% | -20.4% |
| 6M | +7.3% | -20.5% | +27.8% | +15.0% |
| YTD | +113.9% | +39.4% | +74.4% | +82.4% |
| 1Y | +93.6% | +57.2% | +36.3% | +62.3% |
| All | +93.6% | +54.9% | +38.7% | +62.3% |
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