+386.0%
WDC vs PENG
+689.3%
-303.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.5% | +0.5% | -3.1% |
| 7D | +12.1% | +13.2% | -1.1% | +7.4% |
| 30D | -18.8% | -29.9% | +11.1% | -8.5% |
| 3M | -39.3% | -22.2% | -17.1% | -35.5% |
| 6M | -40.1% | -1.9% | -38.2% | -42.4% |
| YTD | +71.8% | +142.1% | -70.3% | +20.1% |
| 1Y | +88.5% | +151.5% | -63.0% | +30.0% |
| 3Y | +770.0% | +206.9% | +563.1% | +428.6% |
| 5Y | +549.0% | +58.2% | +490.8% | +341.8% |
| All | +386.0% | +689.3% | -303.3% | +146.3% |
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