+468.9%
WMT vs PENG
+689.3%
-220.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.7% |
| 7D | +2.0% | +13.2% | -11.2% | +1.5% |
| 30D | +10.3% | -29.9% | +40.2% | +11.5% |
| 3M | +11.0% | -22.2% | +33.2% | +11.3% |
| 6M | -2.3% | -1.9% | -0.5% | -4.3% |
| YTD | +15.7% | +142.1% | -126.4% | +6.9% |
| 1Y | +26.0% | +151.5% | -125.5% | +16.0% |
| 3Y | +136.5% | +206.9% | -70.4% | +110.8% |
| 5Y | +176.8% | +58.2% | +118.6% | +150.0% |
| All | +468.9% | +689.3% | -220.4% | +344.6% |
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