+152.0%
WEC vs PENG
+597.2%
-445.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -2.1% |
| 7D | -0.2% | -19.4% | +19.3% | -0.1% |
| 30D | +12.3% | -42.4% | +54.7% | +12.7% |
| 3M | +8.3% | -25.6% | +33.9% | +8.3% |
| 6M | +3.5% | +7.3% | -3.8% | +2.7% |
| YTD | +12.7% | +113.9% | -101.1% | +10.7% |
| 1Y | +8.2% | +93.6% | -85.4% | +6.3% |
| 3Y | +55.9% | +170.2% | -114.3% | +50.8% |
| 5Y | +51.2% | +44.2% | +7.1% | +46.3% |
| All | +152.0% | +597.2% | -445.2% | +137.0% |
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