-7.3%
WY vs PENG
+106.3%
-113.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -1.7% | +7.3% | -9.0% | -1.6% |
| 30D | -9.9% | -7.5% | -2.4% | -10.0% |
| 3M | -7.5% | -17.2% | +9.7% | -7.8% |
| 6M | -5.1% | +176.7% | -181.9% | -10.6% |
| YTD | -2.1% | +161.0% | -163.1% | -7.5% |
| 1Y | -7.3% | +108.8% | -116.2% | -13.8% |
| All | -7.3% | +106.3% | -113.7% | -13.8% |
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