+28.3%
PENG vs DAR
-40.1%
+68.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -3.1% | -20.0% | -21.8% |
| 7D | -36.7% | -8.1% | -28.6% | -34.3% |
| 30D | -42.0% | -17.1% | -24.9% | -37.4% |
| 3M | -33.2% | -12.3% | -20.9% | -30.1% |
| 6M | +2.1% | -21.8% | +23.9% | +12.0% |
| YTD | +90.3% | +40.8% | +49.5% | +65.7% |
| 1Y | +67.7% | +57.4% | +10.3% | +39.4% |
| 3Y | +154.2% | +12.1% | +142.1% | +127.1% |
| 5Y | +28.3% | -40.2% | +68.5% | +44.1% |
| All | +28.3% | -40.1% | +68.4% | +44.1% |
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