+247.2%
WMB vs PENG
+520.3%
-273.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -23.0% | +17.7% | -2.5% |
| 7D | -14.2% | -36.7% | +22.5% | -9.8% |
| 30D | -11.2% | -42.0% | +30.8% | -6.0% |
| 3M | -9.9% | -33.2% | +23.3% | -6.6% |
| 6M | -14.4% | +2.1% | -16.5% | -18.1% |
| YTD | +9.2% | +90.3% | -81.0% | -4.7% |
| 1Y | +15.1% | +67.7% | -52.6% | +1.9% |
| 3Y | +99.2% | +154.2% | -55.0% | +58.2% |
| 5Y | +180.2% | +28.3% | +151.9% | +132.6% |
| All | +247.2% | +520.3% | -273.2% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling