+129.3%
WFC vs PENG
+115.2%
+14.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.6% | +0.2% |
| 7D | +3.8% | +4.5% | -0.8% | +3.2% |
| 30D | +1.5% | -7.1% | +8.6% | +2.1% |
| 3M | +10.9% | -27.3% | +38.1% | +12.5% |
| 6M | +8.4% | +169.6% | -161.2% | -9.7% |
| YTD | -1.9% | +164.6% | -166.5% | -18.4% |
| 1Y | +12.3% | +109.5% | -97.1% | -4.0% |
| 3Y | +132.3% | +98.9% | +33.4% | +87.7% |
| All | +129.3% | +115.2% | +14.1% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling