+213.3%
WPM vs PENG
+184.4%
+28.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.4% | -9.5% | +1.6% |
| 7D | +16.9% | -19.4% | +36.4% | +18.8% |
| 30D | +2.0% | -42.4% | +44.4% | +7.6% |
| 3M | +8.9% | -25.6% | +34.6% | +10.9% |
| 6M | +1.6% | +7.3% | -5.7% | -3.8% |
| YTD | +16.5% | +113.9% | -97.4% | +0.3% |
| 1Y | +42.2% | +93.6% | -51.4% | +23.4% |
| 3Y | +213.3% | +170.2% | +43.1% | +155.1% |
| All | +213.3% | +184.4% | +28.9% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling