+36.5%
WELL vs PENG
+120.5%
-84.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.1% | +11.9% | +2.3% |
| 7D | +9.2% | -20.5% | +29.6% | +8.0% |
| 30D | +10.6% | -20.4% | +31.0% | +9.8% |
| 3M | +7.5% | -16.4% | +23.9% | +7.1% |
| 6M | +15.0% | +49.2% | -34.2% | +11.4% |
| YTD | +35.0% | +147.2% | -112.1% | +26.6% |
| 1Y | +36.5% | +124.7% | -88.2% | +28.2% |
| All | +36.5% | +120.5% | -84.0% | +28.2% |
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 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