+132.3%
WMT vs PENG
+115.2%
+17.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.4% |
| 7D | +3.9% | +4.5% | -0.6% | +3.8% |
| 30D | -4.4% | -7.1% | +2.7% | -4.2% |
| 3M | -8.8% | -27.3% | +18.5% | -8.2% |
| 6M | -15.6% | +169.6% | -185.2% | -20.9% |
| YTD | -3.2% | +164.6% | -167.8% | -9.3% |
| 1Y | +7.0% | +109.5% | -102.4% | +1.2% |
| 3Y | +105.3% | +98.9% | +6.4% | +89.6% |
| All | +132.3% | +115.2% | +17.1% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling