+1.0%
WBD vs PENG
+115.2%
-114.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.6% |
| 7D | -1.8% | +4.5% | -6.4% | -2.6% |
| 30D | +8.8% | -7.1% | +15.9% | +9.8% |
| 3M | +4.6% | -27.3% | +31.9% | +7.4% |
| 6M | +1.1% | +169.6% | -168.5% | -23.6% |
| YTD | -2.0% | +164.6% | -166.6% | -26.2% |
| 1Y | +140.0% | +109.5% | +30.5% | +89.5% |
| 3Y | +144.4% | +98.9% | +45.5% | +75.2% |
| All | +1.0% | +115.2% | -114.2% | -33.1% |
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