+340.0%
WDC vs PENG
+520.3%
-180.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -23.0% | +5.7% | -9.2% |
| 7D | -32.3% | -36.7% | +4.4% | -20.5% |
| 30D | -34.9% | -42.0% | +7.1% | -22.0% |
| 3M | -48.4% | -33.2% | -15.2% | -42.1% |
| 6M | -42.4% | +2.1% | -44.6% | -45.3% |
| YTD | +55.5% | +90.3% | -34.8% | +18.7% |
| 1Y | +67.5% | +67.7% | -0.2% | +33.0% |
| 3Y | +727.3% | +154.2% | +573.0% | +438.9% |
| 5Y | +533.3% | +28.3% | +505.0% | +366.0% |
| All | +340.0% | +520.3% | -180.4% | +143.4% |
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 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