-8.2%
WY vs PENG
+661.7%
-669.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.5% | -0.5% |
| 7D | -0.8% | -3.8% | +3.0% | -1.2% |
| 30D | +10.6% | -40.1% | +50.7% | +16.7% |
| 3M | -16.6% | -21.8% | +5.2% | -16.1% |
| 6M | -8.6% | +3.3% | -11.9% | -15.5% |
| YTD | -8.4% | +133.6% | -142.1% | -27.5% |
| 1Y | -5.1% | +110.7% | -115.8% | -23.8% |
| 3Y | -21.9% | +204.3% | -226.2% | -45.1% |
| 5Y | -31.3% | +54.4% | -85.7% | -48.6% |
| All | -8.2% | +661.7% | -669.8% | -44.2% |
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