+107.8%
PENG vs DAR
-11.0%
+118.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.8% |
| 7D | +4.5% | +1.4% | +3.2% | +3.8% |
| 30D | -7.1% | +12.8% | -19.9% | -12.1% |
| 3M | -27.3% | +7.4% | -34.6% | -29.5% |
| 6M | +169.6% | +22.3% | +147.3% | +147.1% |
| YTD | +164.6% | +81.1% | +83.5% | +108.2% |
| 1Y | +109.5% | +106.5% | +3.0% | +54.4% |
| 3Y | +98.9% | +5.3% | +93.6% | +86.8% |
| All | +107.8% | -11.0% | +118.8% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling