+528.7%
WDC vs PENG
+42.1%
+486.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -6.2% |
| 7D | -28.0% | -19.4% | -8.5% | -22.1% |
| 30D | -34.9% | -42.4% | +7.5% | -20.9% |
| 3M | -41.6% | -25.6% | -15.9% | -36.8% |
| 6M | -45.4% | +7.3% | -52.7% | -49.6% |
| YTD | +53.3% | +113.9% | -60.6% | +9.0% |
| 1Y | +61.5% | +93.6% | -32.0% | +18.8% |
| 3Y | +712.3% | +170.2% | +542.1% | +398.4% |
| All | +528.7% | +42.1% | +486.6% | +300.2% |
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