+21.7%
ITW vs PENG
+108.8%
-87.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -0.9% |
| 7D | -3.6% | +4.5% | -8.1% | -3.8% |
| 30D | -9.1% | -7.1% | -2.0% | -8.8% |
| 3M | +8.2% | -27.3% | +35.5% | +9.3% |
| 6M | -4.8% | +169.6% | -174.4% | -14.8% |
| YTD | +11.0% | +164.6% | -153.6% | -0.7% |
| 1Y | +4.2% | +109.5% | -105.2% | -5.2% |
| All | +21.7% | +108.8% | -87.1% | +6.4% |
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