+4.6%
WMT vs PENG
+106.3%
-101.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +0.1% | +7.8% | -7.7% | +0.2% |
| 30D | -5.0% | -12.2% | +7.2% | -5.0% |
| 3M | -11.3% | -20.6% | +9.3% | -11.1% |
| 6M | -13.8% | +180.9% | -194.7% | -18.2% |
| YTD | -4.2% | +162.3% | -166.5% | -9.0% |
| 1Y | +4.6% | +107.3% | -102.7% | -0.6% |
| All | +4.6% | +106.3% | -101.7% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling