+112.1%
WFC vs PENG
+705.8%
-593.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.1% | +11.3% | +3.5% |
| 7D | +4.5% | -20.5% | +25.0% | +7.5% |
| 30D | +7.4% | -20.4% | +27.7% | +9.6% |
| 3M | -0.5% | -16.4% | +15.9% | +0.2% |
| 6M | +11.7% | +49.2% | -37.5% | -1.4% |
| YTD | -4.6% | +147.2% | -151.8% | -23.6% |
| 1Y | +2.5% | +124.7% | -122.1% | -16.7% |
| 3Y | +123.9% | +230.3% | -106.3% | +61.4% |
| 5Y | +94.3% | +71.4% | +22.9% | +47.4% |
| All | +112.1% | +705.8% | -593.7% | +33.0% |
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