+157.8%
ITW vs PENG
+661.7%
-503.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.3% | -7.2% | +1.0% |
| 7D | -1.1% | -3.8% | +2.6% | -1.3% |
| 30D | +8.6% | -40.1% | +48.6% | +13.7% |
| 3M | -2.7% | -21.8% | +19.1% | -1.9% |
| 6M | +14.0% | +3.3% | +10.6% | +7.9% |
| YTD | +18.6% | +133.6% | -115.0% | -0.6% |
| 1Y | +19.8% | +110.7% | -90.9% | +1.5% |
| 3Y | +34.8% | +204.3% | -169.4% | +3.7% |
| 5Y | +37.5% | +54.4% | -16.9% | +10.5% |
| All | +157.8% | +661.7% | -503.9% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling