+215.0%
GWW vs PENG
+56.2%
+158.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.6% | -0.1% |
| 7D | +5.3% | -3.8% | +9.1% | +5.1% |
| 30D | +12.4% | -40.1% | +52.5% | +16.6% |
| 3M | +13.7% | -21.8% | +35.5% | +14.5% |
| 6M | +18.0% | +3.3% | +14.7% | +12.9% |
| YTD | +44.6% | +133.6% | -89.1% | +24.8% |
| 1Y | +53.1% | +110.7% | -57.6% | +33.4% |
| 3Y | +90.2% | +204.3% | -114.0% | +51.0% |
| 5Y | +215.0% | +54.4% | +160.6% | +155.9% |
| All | +215.0% | +56.2% | +158.8% | +155.9% |
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 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