+95.0%
GWW vs PENG
+227.7%
-132.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +3.7% | +34.6% | -30.9% | +1.9% |
| 30D | +13.6% | -35.9% | +49.5% | +16.1% |
| 3M | +15.4% | -14.7% | +30.0% | +15.3% |
| 6M | +21.8% | +13.5% | +8.3% | +16.8% |
| YTD | +50.0% | +156.1% | -106.1% | +32.4% |
| 1Y | +60.2% | +141.3% | -81.1% | +41.9% |
| All | +95.0% | +227.7% | -132.7% | +59.9% |
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