+109.4%
WFC vs PENG
+720.8%
-611.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | -1.4% |
| 7D | -1.3% | +1.9% | -3.1% | -2.1% |
| 30D | +3.6% | -37.8% | +41.4% | +9.2% |
| 3M | -1.3% | -14.1% | +12.8% | -1.5% |
| 6M | +18.0% | +13.1% | +4.9% | +8.8% |
| YTD | -5.9% | +151.8% | -157.7% | -25.2% |
| 1Y | +1.8% | +136.0% | -134.2% | -18.4% |
| 3Y | +125.0% | +217.9% | -92.9% | +62.4% |
| 5Y | +92.0% | +64.1% | +27.9% | +46.0% |
| All | +109.4% | +720.8% | -611.4% | +30.1% |
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