+96.0%
GWW vs PENG
+101.4%
-5.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | +0.5% |
| 7D | +1.4% | +4.5% | -3.2% | +1.1% |
| 30D | +3.3% | -7.1% | +10.4% | +3.6% |
| 3M | +2.9% | -27.3% | +30.2% | +4.0% |
| 6M | +15.8% | +169.6% | -153.8% | +4.8% |
| YTD | +32.0% | +164.6% | -132.6% | +19.5% |
| 1Y | +29.9% | +109.5% | -79.6% | +19.1% |
| All | +96.0% | +101.4% | -5.4% | +73.5% |
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