+11.0%
WBD vs PENG
+762.7%
-751.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.5% |
| 7D | -1.8% | +4.5% | -6.4% | -2.6% |
| 30D | +8.8% | -7.1% | +15.9% | +9.7% |
| 3M | +4.6% | -27.3% | +31.9% | +7.1% |
| 6M | +1.1% | +169.6% | -168.5% | -19.5% |
| YTD | -2.0% | +164.6% | -166.6% | -22.2% |
| 1Y | +140.0% | +109.5% | +30.5% | +97.8% |
| 3Y | +144.4% | +98.9% | +45.5% | +88.1% |
| 5Y | -0.2% | +116.3% | -116.5% | -26.6% |
| All | +11.0% | +762.7% | -751.7% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling