+358.2%
WELL vs PENG
+520.3%
-162.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -23.0% | +22.0% | +1.0% |
| 7D | +5.3% | -36.7% | +41.9% | +9.1% |
| 30D | +8.7% | -42.0% | +50.7% | +13.0% |
| 3M | +3.8% | -33.2% | +37.0% | +6.0% |
| 6M | +15.4% | +2.1% | +13.2% | +8.8% |
| YTD | +33.7% | +90.3% | -56.6% | +15.8% |
| 1Y | +33.6% | +67.7% | -34.0% | +17.3% |
| 3Y | +194.2% | +154.2% | +40.0% | +131.6% |
| 5Y | +227.0% | +28.3% | +198.7% | +169.4% |
| All | +358.2% | +520.3% | -162.1% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling