+52.0%
WEC vs PENG
+50.3%
+1.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | +1.4% | -16.1% | +17.5% | +1.3% |
| 30D | +12.8% | -41.5% | +54.3% | +12.7% |
| 3M | +11.2% | -19.1% | +30.3% | +11.1% |
| 6M | +6.6% | +0.9% | +5.7% | +6.3% |
| YTD | +13.8% | +128.2% | -114.4% | +12.8% |
| 1Y | +7.6% | +98.6% | -90.9% | +6.8% |
| 3Y | +62.2% | +188.2% | -126.0% | +57.7% |
| 5Y | +52.0% | +55.5% | -3.5% | +41.2% |
| All | +52.0% | +50.3% | +1.7% | +41.2% |
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