+32.1%
WAT vs PENG
+31.0%
+1.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -23.0% | +19.9% | +0.3% |
| 7D | -5.6% | -36.7% | +31.1% | +0.2% |
| 30D | +3.8% | -42.0% | +45.8% | +10.9% |
| 3M | +13.3% | -33.2% | +46.5% | +17.6% |
| 6M | +32.2% | +2.1% | +30.1% | +22.1% |
| YTD | +19.3% | +90.3% | -71.0% | -2.4% |
| 1Y | +21.8% | +67.7% | -45.9% | +1.6% |
| 3Y | +73.9% | +154.2% | -80.3% | +26.7% |
| 5Y | +32.1% | +28.3% | +3.8% | -1.5% |
| All | +32.1% | +31.0% | +1.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling