+54.4%
PENG vs DAR
-37.0%
+91.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.7% | +4.6% | +7.4% |
| 7D | -3.8% | -2.8% | -1.0% | -2.3% |
| 30D | -40.1% | -12.8% | -27.3% | -36.4% |
| 3M | -21.8% | -11.6% | -10.2% | -18.3% |
| 6M | +3.3% | -16.8% | +20.1% | +10.7% |
| YTD | +133.6% | +45.9% | +87.7% | +100.6% |
| 1Y | +110.7% | +61.5% | +49.2% | +73.3% |
| 3Y | +204.3% | +23.0% | +181.3% | +160.7% |
| 5Y | +54.4% | -35.8% | +90.2% | +75.8% |
| All | +54.4% | -37.0% | +91.4% | +75.8% |
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