+180.2%
WMB vs PENG
+31.0%
+149.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -23.0% | +17.7% | -3.5% |
| 7D | -14.2% | -36.7% | +22.5% | -11.3% |
| 30D | -11.2% | -42.0% | +30.8% | -7.9% |
| 3M | -9.9% | -33.2% | +23.3% | -7.6% |
| 6M | -14.4% | +2.1% | -16.5% | -16.4% |
| YTD | +9.2% | +90.3% | -81.0% | +0.5% |
| 1Y | +15.1% | +67.7% | -52.6% | +7.0% |
| 3Y | +99.2% | +154.2% | -55.0% | +71.4% |
| 5Y | +180.2% | +28.3% | +151.9% | +133.4% |
| All | +180.2% | +31.0% | +149.2% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling