+0.1%
WY vs PENG
+762.7%
-762.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.1% |
| 7D | -1.7% | +4.5% | -6.3% | -2.4% |
| 30D | -10.1% | -7.1% | -3.0% | -9.5% |
| 3M | -5.1% | -27.3% | +22.1% | -3.7% |
| 6M | -4.8% | +169.6% | -174.4% | -23.8% |
| YTD | -0.2% | +164.6% | -164.9% | -20.4% |
| 1Y | -6.6% | +109.5% | -116.1% | -23.1% |
| 3Y | -22.7% | +98.9% | -121.7% | -41.0% |
| 5Y | -22.2% | +116.3% | -138.5% | -44.0% |
| All | +0.1% | +762.7% | -762.6% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling