-1.4%
WY vs PENG
+755.0%
-756.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -2.1% | +7.8% | -9.9% | -3.2% |
| 30D | -10.5% | -12.2% | +1.7% | -9.1% |
| 3M | -4.9% | -20.6% | +15.8% | -4.5% |
| 6M | -4.9% | +180.9% | -185.9% | -24.5% |
| YTD | -1.7% | +162.3% | -163.9% | -21.5% |
| 1Y | -9.4% | +107.3% | -116.6% | -25.2% |
| 3Y | -22.3% | +110.8% | -133.1% | -41.4% |
| 5Y | -20.5% | +117.8% | -138.4% | -42.9% |
| All | -1.4% | +755.0% | -756.4% | -39.6% |
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