+209.9%
WELL vs PENG
+191.6%
+18.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | +1.1% |
| 7D | +3.5% | -3.8% | +7.3% | +3.5% |
| 30D | +9.7% | -40.1% | +49.8% | +9.1% |
| 3M | +4.8% | -21.8% | +26.6% | +4.6% |
| 6M | +16.1% | +3.3% | +12.8% | +14.4% |
| YTD | +34.7% | +133.6% | -98.9% | +29.1% |
| 1Y | +31.9% | +110.7% | -78.8% | +26.7% |
| 3Y | +209.9% | +204.3% | +5.6% | +170.9% |
| All | +209.9% | +191.6% | +18.2% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling