-3.2%
WAT vs PENG
+115.2%
-118.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -2.0% |
| 7D | -1.3% | +4.5% | -5.8% | -2.0% |
| 30D | +2.3% | -7.1% | +9.5% | +3.1% |
| 3M | +8.7% | -27.3% | +36.0% | +11.2% |
| 6M | +28.3% | +169.6% | -141.3% | +2.7% |
| YTD | +7.8% | +164.6% | -156.8% | -13.9% |
| 1Y | +36.6% | +109.5% | -72.9% | +12.6% |
| 3Y | +45.7% | +98.9% | -53.2% | +11.9% |
| All | -3.2% | +115.2% | -118.4% | -29.7% |
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