+273.3%
WMB vs PENG
+689.3%
-416.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.2% |
| 7D | +7.8% | +13.2% | -5.4% | +6.1% |
| 30D | -5.1% | -29.9% | +24.8% | -1.8% |
| 3M | -4.7% | -22.2% | +17.5% | -3.2% |
| 6M | -7.4% | -1.9% | -5.5% | -10.7% |
| YTD | +17.5% | +142.1% | -124.7% | -0.6% |
| 1Y | +19.5% | +151.5% | -132.0% | +0.5% |
| 3Y | +121.3% | +206.9% | -85.7% | +71.9% |
| 5Y | +200.5% | +58.2% | +142.3% | +143.2% |
| All | +273.3% | +689.3% | -416.0% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling