-32.1%
WY vs PENG
+56.5%
-88.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +2.1% |
| 7D | -0.8% | +13.2% | -14.0% | -1.8% |
| 30D | +10.1% | -29.9% | +40.0% | +12.4% |
| 3M | -15.4% | -22.2% | +6.8% | -15.0% |
| 6M | -8.3% | -1.9% | -6.4% | -12.9% |
| YTD | -9.8% | +142.1% | -151.9% | -25.3% |
| 1Y | -3.9% | +151.5% | -155.4% | -20.9% |
| 3Y | -23.3% | +206.9% | -230.3% | -43.2% |
| All | -32.1% | +56.5% | -88.6% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling