-36.0%
WU vs PENG
+755.0%
-791.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -0.8% | +7.8% | -8.6% | -1.5% |
| 30D | -1.1% | -12.2% | +11.1% | -0.2% |
| 3M | -1.8% | -20.6% | +18.8% | -1.5% |
| 6M | -23.9% | +180.9% | -204.9% | -33.6% |
| YTD | -20.4% | +162.3% | -182.7% | -30.2% |
| 1Y | -10.6% | +107.3% | -117.8% | -20.1% |
| 3Y | -27.7% | +110.8% | -138.5% | -38.5% |
| 5Y | -51.1% | +117.8% | -169.0% | -59.7% |
| All | -36.0% | +755.0% | -791.0% | -52.6% |
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