+34.7%
ITW vs PENG
+43.0%
-8.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.4% | -13.9% | -2.6% |
| 7D | +0.9% | -19.4% | +20.3% | +2.2% |
| 30D | +7.6% | -42.4% | +50.0% | +11.9% |
| 3M | -4.0% | -25.6% | +21.6% | -3.1% |
| 6M | +9.2% | +7.3% | +1.9% | +2.7% |
| YTD | +16.2% | +113.9% | -97.6% | -0.9% |
| 1Y | +17.9% | +93.6% | -75.6% | +1.6% |
| 3Y | +30.6% | +170.2% | -139.6% | +1.8% |
| All | +34.7% | +43.0% | -8.3% | +5.3% |
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