+33.2%
WAT vs PENG
+56.5%
-23.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | +0.4% |
| 7D | +0.6% | +13.2% | -12.6% | -1.4% |
| 30D | +5.4% | -29.9% | +35.3% | +9.7% |
| 3M | +11.3% | -22.2% | +33.5% | +12.9% |
| 6M | +37.4% | -1.9% | +39.3% | +29.3% |
| YTD | +21.2% | +142.1% | -121.0% | -4.6% |
| 1Y | +21.3% | +151.5% | -130.2% | -5.2% |
| 3Y | +83.4% | +206.9% | -123.6% | +29.9% |
| All | +33.2% | +56.5% | -23.4% | -4.7% |
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