+19.5%
WMB vs PENG
+130.4%
-110.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | -0.1% |
| 7D | +7.8% | +13.2% | -5.4% | +6.9% |
| 30D | -5.1% | -29.9% | +24.8% | -4.1% |
| 3M | -4.7% | -22.2% | +17.5% | -4.1% |
| 6M | -7.4% | -1.9% | -5.5% | -6.6% |
| YTD | +17.5% | +142.1% | -124.7% | +16.9% |
| 1Y | +19.5% | +151.5% | -132.0% | +18.5% |
| All | +19.5% | +130.4% | -110.9% | +18.5% |
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