+92.7%
WFC vs PENG
+50.3%
+42.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +0.9% | -16.1% | +16.9% | +2.2% |
| 30D | +3.3% | -41.5% | +44.7% | +8.2% |
| 3M | -1.4% | -19.1% | +17.7% | -1.0% |
| 6M | +14.7% | +0.9% | +13.8% | +8.4% |
| YTD | -5.9% | +128.2% | -134.1% | -22.4% |
| 1Y | +1.8% | +98.6% | -96.7% | -14.4% |
| 3Y | +124.9% | +188.2% | -63.3% | +69.0% |
| 5Y | +92.7% | +55.5% | +37.2% | +48.8% |
| All | +92.7% | +50.3% | +42.4% | +48.8% |
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