+669.7%
PENG vs DAR
+293.9%
+375.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.9% |
| 3M | -27.3% | +7.4% | -34.6% | -29.9% |
| 6M | +169.6% | +22.3% | +147.3% | +143.3% |
| YTD | +164.6% | +81.1% | +83.5% | +99.4% |
| 1Y | +109.5% | +106.5% | +3.0% | +45.9% |
| 3Y | +98.9% | +5.3% | +93.6% | +80.8% |
| 5Y | +116.3% | -11.5% | +127.8% | +105.7% |
| All | +669.7% | +293.9% | +375.8% | +185.3% |
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