+194.7%
WELL vs PENG
+184.4%
+10.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | 0.0% |
| 7D | +4.4% | -19.4% | +23.9% | +4.2% |
| 30D | +10.8% | -42.4% | +53.2% | +10.2% |
| 3M | +4.2% | -25.6% | +29.9% | +3.9% |
| 6M | +14.0% | +7.3% | +6.7% | +11.7% |
| YTD | +33.4% | +113.9% | -80.4% | +27.6% |
| 1Y | +32.4% | +93.6% | -61.2% | +26.9% |
| 3Y | +194.7% | +170.2% | +24.5% | +153.2% |
| All | +194.7% | +184.4% | +10.4% | +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