+272.4%
WMB vs PENG
+720.8%
-448.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.3% | -8.2% | +0.9% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | -7.1% | -37.8% | +30.7% | -2.6% |
| 3M | -4.0% | -14.1% | +10.1% | -3.6% |
| 6M | -5.7% | +13.1% | -18.8% | -10.8% |
| YTD | +17.2% | +151.8% | -134.6% | -1.3% |
| 1Y | +17.2% | +136.0% | -118.8% | -0.6% |
| 3Y | +121.1% | +217.9% | -96.9% | +71.0% |
| 5Y | +197.2% | +64.1% | +133.1% | +139.5% |
| All | +272.4% | +720.8% | -448.4% | +141.4% |
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 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