+195.2%
WELL vs PENG
+153.0%
+42.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -23.0% | +22.0% | -1.4% |
| 7D | +5.3% | -36.7% | +41.9% | +4.6% |
| 30D | +8.7% | -42.0% | +50.7% | +8.0% |
| 3M | +3.8% | -33.2% | +37.0% | +3.4% |
| 6M | +15.4% | +2.1% | +13.2% | +12.6% |
| YTD | +33.7% | +90.3% | -56.6% | +27.6% |
| 1Y | +33.6% | +67.7% | -34.0% | +27.9% |
| All | +195.2% | +153.0% | +42.2% | +153.2% |
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 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