+222.5%
GWW vs PENG
+56.5%
+166.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -0.4% |
| 7D | +3.6% | +13.2% | -9.7% | +2.4% |
| 30D | +12.1% | -29.9% | +42.0% | +14.7% |
| 3M | +12.9% | -22.2% | +35.1% | +13.8% |
| 6M | +19.3% | -1.9% | +21.2% | +14.9% |
| YTD | +48.7% | +142.1% | -93.4% | +27.9% |
| 1Y | +60.5% | +151.5% | -91.0% | +37.3% |
| 3Y | +93.3% | +206.9% | -113.7% | +53.5% |
| All | +222.5% | +56.5% | +166.0% | +159.6% |
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