+86.8%
WFC vs PENG
+42.1%
+44.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.7% |
| 7D | +1.2% | -19.4% | +20.7% | +2.9% |
| 30D | +5.2% | -42.4% | +47.6% | +10.4% |
| 3M | -3.0% | -25.6% | +22.6% | -1.7% |
| 6M | +6.2% | +7.3% | -1.1% | -0.9% |
| YTD | -7.9% | +113.9% | -121.8% | -23.5% |
| 1Y | +0.3% | +93.6% | -93.3% | -15.6% |
| 3Y | +117.7% | +170.2% | -52.5% | +64.9% |
| All | +86.8% | +42.1% | +44.7% | +46.5% |
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