+101.1%
WMB vs PENG
+153.0%
-52.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -23.0% | +17.7% | -3.8% |
| 7D | -14.2% | -36.7% | +22.5% | -11.9% |
| 30D | -11.2% | -42.0% | +30.8% | -8.6% |
| 3M | -9.9% | -33.2% | +23.3% | -8.0% |
| 6M | -14.4% | +2.1% | -16.5% | -15.3% |
| YTD | +9.2% | +90.3% | -81.0% | +3.7% |
| 1Y | +15.1% | +67.7% | -52.6% | +10.1% |
| All | +101.1% | +153.0% | -52.0% | +88.8% |
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