+169.6%
PENG vs DAR
+21.5%
+148.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.8% |
| 7D | +4.5% | +1.4% | +3.2% | +3.7% |
| 30D | -7.1% | +12.8% | -19.9% | -13.7% |
| 3M | -27.3% | +7.4% | -34.6% | -31.5% |
| 6M | +169.6% | +22.3% | +147.3% | +145.4% |
| All | +169.6% | +21.5% | +148.1% | +145.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling