+103.3%
PENG vs WSM
+34.5%
+68.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.0% | +6.3% | +8.1% |
| 7D | -3.8% | +0.9% | -4.6% | -3.6% |
| 30D | -40.1% | +8.6% | -48.6% | -42.3% |
| 3M | -21.8% | +4.2% | -26.0% | -23.2% |
| 6M | +3.3% | +44.6% | -41.3% | -18.5% |
| YTD | +133.6% | +48.5% | +85.1% | +76.3% |
| All | +103.3% | +34.5% | +68.8% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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