+151.5%
PENG vs WETO
-99.4%
+250.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.5% |
| 7D | +13.2% | -39.7% | +52.9% | +13.4% |
| 30D | -29.9% | -26.7% | -3.2% | -29.9% |
| 3M | -22.2% | -83.1% | +60.9% | -23.2% |
| 6M | -1.9% | -98.8% | +96.9% | -2.7% |
| YTD | +142.1% | -99.3% | +241.4% | +150.5% |
| 1Y | +151.5% | -99.4% | +250.9% | +167.5% |
| All | +151.5% | -99.4% | +250.9% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling