+21.6%
WBD vs PENG
+911.8%
-890.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +66.6% | -52.9% | +1.6% |
| 7D | +13.7% | +66.6% | -52.9% | +1.6% |
| 30D | +13.7% | +66.6% | -52.9% | +1.6% |
| 3M | +13.7% | +66.6% | -52.9% | +1.6% |
| 6M | +13.3% | +193.4% | -180.1% | -9.1% |
| YTD | +7.4% | +210.4% | -203.0% | -15.5% |
| 1Y | +63.0% | +118.8% | -55.8% | +35.9% |
| 3Y | +206.7% | +153.3% | +53.5% | +130.5% |
| 5Y | +18.4% | +177.5% | -159.1% | -14.9% |
| All | +21.6% | +911.8% | -890.3% | -22.5% |
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 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