+928.6%
WDC vs PENG
+115.2%
+813.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.4% | -0.6% | +3.4% |
| 7D | +1.7% | +4.5% | -2.8% | 0.0% |
| 30D | -10.0% | -7.1% | -2.9% | -7.6% |
| 3M | -18.8% | -27.3% | +8.5% | -10.3% |
| 6M | +79.0% | +169.6% | -90.6% | +21.6% |
| YTD | +171.6% | +164.6% | +6.9% | +85.2% |
| 1Y | +417.4% | +109.5% | +307.9% | +277.4% |
| 3Y | +1,251.8% | +98.9% | +1,152.9% | +802.3% |
| All | +928.6% | +115.2% | +813.4% | +563.4% |
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