+4.2%
ITW vs PENG
+118.5%
-114.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -0.7% |
| 7D | -3.6% | +4.5% | -8.1% | -3.7% |
| 30D | -9.1% | -7.1% | -2.0% | -9.0% |
| 3M | +8.2% | -27.3% | +35.5% | +8.9% |
| 6M | -4.8% | +169.6% | -174.4% | -13.8% |
| YTD | +11.0% | +164.6% | -153.6% | +0.6% |
| 1Y | +4.2% | +109.5% | -105.2% | -4.9% |
| All | +4.2% | +118.5% | -114.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling