+10.4%
WBD vs PENG
+755.0%
-744.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.7% | +7.8% | -8.5% | -2.0% |
| 30D | +5.0% | -12.2% | +17.2% | +6.9% |
| 3M | +6.2% | -20.6% | +26.9% | +7.3% |
| 6M | +0.6% | +180.9% | -180.3% | -20.5% |
| YTD | -2.4% | +162.3% | -164.7% | -22.4% |
| 1Y | +127.7% | +107.3% | +20.4% | +88.0% |
| 3Y | +148.4% | +110.8% | +37.6% | +89.1% |
| 5Y | +4.2% | +117.8% | -113.6% | -23.4% |
| All | +10.4% | +755.0% | -744.6% | -28.8% |
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