+3.2%
WBD vs PENG
+385.3%
-382.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +7.6% | +4.6% | +3.1% | +6.9% |
| 30D | +1.5% | +32.2% | -30.6% | -2.8% |
| 3M | -9.5% | +16.2% | -25.8% | -11.8% |
| 6M | -30.0% | +22.2% | -52.2% | -32.7% |
| YTD | -12.7% | +54.8% | -67.4% | -19.9% |
| 1Y | +25.6% | +94.8% | -69.2% | +10.8% |
| 3Y | -22.2% | +96.2% | -118.5% | -34.9% |
| All | +3.2% | +385.3% | -382.1% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling