+363.4%
WELL vs PENG
+720.8%
-357.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.5% | -1.0% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +7.8% | -37.8% | +45.6% | +11.5% |
| 3M | +10.2% | -14.1% | +24.3% | +10.0% |
| 6M | +16.4% | +13.1% | +3.2% | +9.3% |
| YTD | +35.2% | +151.8% | -116.6% | +14.0% |
| 1Y | +30.5% | +136.0% | -105.5% | +10.7% |
| 3Y | +206.1% | +217.9% | -11.9% | +136.7% |
| 5Y | +228.3% | +64.1% | +164.2% | +164.9% |
| All | +363.4% | +720.8% | -357.4% | +203.4% |
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 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