+9.7%
WEC vs PENG
+130.4%
-120.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +0.8% |
| 7D | +2.3% | +13.2% | -10.9% | +2.7% |
| 30D | +11.1% | -29.9% | +41.0% | +10.5% |
| 3M | +8.4% | -22.2% | +30.7% | +8.1% |
| 6M | +7.5% | -1.9% | +9.4% | +7.4% |
| YTD | +15.3% | +142.1% | -126.8% | +15.4% |
| 1Y | +9.7% | +151.5% | -141.8% | +9.6% |
| All | +9.7% | +130.4% | -120.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling