+103.7%
WFC vs PENG
+597.2%
-493.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -2.7% |
| 7D | +0.6% | -19.4% | +20.1% | +2.9% |
| 30D | +4.6% | -42.4% | +47.0% | +11.4% |
| 3M | -3.6% | -25.6% | +22.0% | -1.8% |
| 6M | +5.6% | +7.3% | -1.7% | -2.3% |
| YTD | -8.5% | +113.9% | -122.3% | -25.5% |
| 1Y | -0.3% | +93.6% | -93.9% | -17.7% |
| 3Y | +116.4% | +170.2% | -53.8% | +60.0% |
| 5Y | +87.2% | +44.2% | +43.1% | +44.9% |
| All | +103.7% | +597.2% | -493.5% | +29.6% |
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