-25.3%
WY vs PENG
+184.4%
-209.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.4% | -15.4% | -3.2% |
| 7D | +3.1% | -19.4% | +22.5% | +3.4% |
| 30D | +13.0% | -42.4% | +55.4% | +14.4% |
| 3M | -16.8% | -25.6% | +8.8% | -16.8% |
| 6M | -11.2% | +7.3% | -18.5% | -15.5% |
| YTD | -9.1% | +113.9% | -122.9% | -19.4% |
| 1Y | -4.8% | +93.6% | -98.3% | -14.9% |
| 3Y | -25.3% | +170.2% | -195.5% | -45.7% |
| All | -25.3% | +184.4% | -209.6% | -45.7% |
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