-24.6%
WY vs PENG
+227.7%
-252.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -5.4% | +34.6% | -40.0% | -5.9% |
| 30D | +7.9% | -35.9% | +43.8% | +9.2% |
| 3M | -16.6% | -14.7% | -1.9% | -16.7% |
| 6M | -11.2% | +13.5% | -24.7% | -14.7% |
| YTD | -11.3% | +156.1% | -167.5% | -21.5% |
| 1Y | -5.5% | +141.3% | -146.9% | -16.0% |
| All | -24.6% | +227.7% | -252.3% | -43.9% |
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