+161.3%
PENG vs WETO
-99.4%
+260.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.7% | -0.4% |
| 7D | +7.3% | -38.7% | +46.0% | +7.6% |
| 30D | -7.5% | -51.3% | +43.8% | -9.2% |
| 3M | -17.2% | -97.8% | +80.6% | -15.9% |
| 6M | +176.7% | -94.8% | +271.5% | +168.4% |
| YTD | +161.0% | -97.2% | +258.2% | +157.2% |
| 1Y | +108.8% | -98.9% | +207.8% | +109.7% |
| All | +161.3% | -99.4% | +260.7% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling