+772.0%
WDC vs PENG
+191.6%
+580.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.3% | +0.6% | +6.1% |
| 7D | -14.4% | -3.8% | -10.6% | -13.4% |
| 30D | -27.1% | -40.1% | +13.0% | -11.5% |
| 3M | -33.3% | -21.8% | -11.5% | -28.8% |
| 6M | -39.6% | +3.3% | -42.9% | -43.8% |
| YTD | +68.4% | +133.6% | -65.2% | +11.7% |
| 1Y | +78.2% | +110.7% | -32.5% | +22.6% |
| 3Y | +772.0% | +204.3% | +567.8% | +389.5% |
| All | +772.0% | +191.6% | +580.4% | +389.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling