+458.1%
WMT vs PENG
+661.7%
-203.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.1% | -0.3% |
| 7D | -1.6% | -3.8% | +2.2% | -1.7% |
| 30D | +12.9% | -40.1% | +52.9% | +14.9% |
| 3M | +12.6% | -21.8% | +34.4% | +12.9% |
| 6M | -3.4% | +3.3% | -6.8% | -5.7% |
| YTD | +13.5% | +133.6% | -120.1% | +5.0% |
| 1Y | +23.5% | +110.7% | -87.2% | +14.9% |
| 3Y | +137.3% | +204.3% | -66.9% | +111.6% |
| 5Y | +167.9% | +54.4% | +113.5% | +142.2% |
| All | +458.1% | +661.7% | -203.5% | +336.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling