+180.3%
WMB vs PENG
+42.1%
+138.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -1.2% |
| 7D | -13.8% | -19.4% | +5.6% | -12.5% |
| 30D | -10.3% | -42.4% | +32.1% | -7.0% |
| 3M | -10.1% | -25.6% | +15.6% | -8.6% |
| 6M | -11.8% | +7.3% | -19.1% | -14.3% |
| YTD | +8.9% | +113.9% | -104.9% | -0.7% |
| 1Y | +14.0% | +93.6% | -79.6% | +4.7% |
| 3Y | +100.5% | +170.2% | -69.7% | +72.0% |
| All | +180.3% | +42.1% | +138.2% | +131.5% |
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 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