-26.7%
WING vs PENG
+101.4%
-128.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.4% |
| 7D | -3.9% | +4.5% | -8.4% | -4.2% |
| 30D | -11.6% | -7.1% | -4.5% | -11.2% |
| 3M | -24.2% | -27.3% | +3.1% | -23.2% |
| 6M | -54.1% | +169.6% | -223.6% | -61.1% |
| YTD | -53.9% | +164.6% | -218.5% | -61.0% |
| 1Y | -64.4% | +109.5% | -173.8% | -69.2% |
| All | -26.7% | +101.4% | -128.1% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling