+23.7%
WMB vs PENG
+120.5%
-96.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.1% | +2.7% | -5.9% |
| 7D | -8.6% | -20.5% | +11.8% | -7.8% |
| 30D | -4.2% | -20.4% | +16.2% | -3.2% |
| 3M | -4.4% | -16.4% | +12.0% | -3.7% |
| 6M | -8.7% | +49.2% | -57.9% | -8.4% |
| YTD | +15.4% | +147.2% | -131.8% | +13.4% |
| 1Y | +23.7% | +124.7% | -100.9% | +22.9% |
| All | +23.7% | +120.5% | -96.7% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling