-35.0%
WU vs PENG
+661.7%
-696.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.3% | -9.5% | -0.9% |
| 7D | +9.1% | -3.8% | +12.9% | +8.7% |
| 30D | +12.1% | -40.1% | +52.2% | +15.5% |
| 3M | +0.3% | -21.8% | +22.1% | +0.7% |
| 6M | -19.1% | +3.3% | -22.5% | -22.7% |
| YTD | -19.2% | +133.6% | -152.9% | -29.6% |
| 1Y | -15.3% | +110.7% | -126.0% | -25.5% |
| 3Y | -21.3% | +204.3% | -225.6% | -35.6% |
| 5Y | -41.7% | +54.4% | -96.0% | -50.9% |
| All | -35.0% | +661.7% | -696.7% | -52.1% |
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 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