+297.8%
WMB vs PENG
+762.7%
-464.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.6% |
| 7D | +0.6% | +4.5% | -4.0% | 0.0% |
| 30D | +3.3% | -7.1% | +10.4% | +3.9% |
| 3M | +3.1% | -27.3% | +30.4% | +4.9% |
| 6M | -0.7% | +169.6% | -170.3% | -15.7% |
| YTD | +25.2% | +164.6% | -139.5% | +6.0% |
| 1Y | +32.9% | +109.5% | -76.6% | +15.5% |
| 3Y | +140.6% | +98.9% | +41.6% | +97.3% |
| 5Y | +273.5% | +116.3% | +157.2% | +190.1% |
| All | +297.8% | +762.7% | -464.9% | +159.4% |
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 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