-15.1%
WU vs PENG
+120.3%
-135.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.3% | -13.4% | -2.4% |
| 7D | +2.1% | +1.9% | +0.3% | +2.7% |
| 30D | +10.1% | -37.8% | +47.9% | +9.4% |
| 3M | -1.1% | -14.1% | +12.9% | -0.9% |
| 6M | -19.8% | +13.1% | -32.9% | -20.4% |
| YTD | -20.8% | +151.8% | -172.5% | -27.3% |
| 1Y | -15.1% | +136.0% | -151.1% | -21.8% |
| All | -15.1% | +120.3% | -135.4% | -21.8% |
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