+43.6%
PENG vs DAR
-41.1%
+84.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.4% | +12.8% |
| 7D | -19.4% | -9.9% | -9.5% | -15.7% |
| 30D | -42.4% | -16.4% | -26.0% | -37.9% |
| 3M | -25.6% | -17.1% | -8.6% | -20.4% |
| 6M | +7.3% | -20.5% | +27.8% | +17.0% |
| YTD | +113.9% | +39.4% | +74.4% | +86.9% |
| 1Y | +93.6% | +57.2% | +36.3% | +60.9% |
| 3Y | +170.2% | +13.9% | +156.4% | +139.4% |
| All | +43.6% | -41.1% | +84.7% | +67.9% |
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