-22.0%
WY vs PENG
+108.8%
-130.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | +0.6% |
| 7D | -1.7% | +4.5% | -6.3% | -1.9% |
| 30D | -10.1% | -7.1% | -3.0% | -9.9% |
| 3M | -5.1% | -27.3% | +22.1% | -4.4% |
| 6M | -4.8% | +169.6% | -174.4% | -13.8% |
| YTD | -0.2% | +164.6% | -164.9% | -9.8% |
| 1Y | -6.6% | +109.5% | -116.1% | -14.3% |
| All | -22.0% | +108.8% | -130.8% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling