+728.5%
GWW vs PENG
+755.0%
-26.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -1.5% | +7.8% | -9.3% | -2.3% |
| 30D | +1.1% | -12.2% | +13.3% | +2.3% |
| 3M | -1.0% | -20.6% | +19.6% | -0.2% |
| 6M | +16.3% | +180.9% | -164.6% | -0.2% |
| YTD | +28.5% | +162.3% | -133.8% | +10.8% |
| 1Y | +30.3% | +107.3% | -77.0% | +14.9% |
| 3Y | +91.6% | +110.8% | -19.2% | +59.6% |
| 5Y | +224.0% | +117.8% | +106.1% | +161.2% |
| All | +728.5% | +755.0% | -26.5% | +502.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling