+453.5%
PENG vs DAR
+206.3%
+247.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -3.1% | -20.0% | -21.6% |
| 7D | -36.7% | -8.1% | -28.6% | -33.9% |
| 30D | -42.0% | -17.1% | -24.9% | -36.6% |
| 3M | -33.2% | -12.3% | -20.9% | -29.6% |
| 6M | +2.1% | -21.8% | +23.9% | +13.9% |
| YTD | +90.3% | +40.8% | +49.5% | +61.2% |
| 1Y | +67.7% | +57.4% | +10.3% | +34.2% |
| 3Y | +154.2% | +12.1% | +142.1% | +120.7% |
| 5Y | +28.3% | -40.2% | +68.5% | +48.4% |
| All | +453.5% | +206.3% | +247.1% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling