+152.6%
ITW vs PENG
+597.2%
-444.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.4% | -13.9% | -2.9% |
| 7D | +0.9% | -19.4% | +20.3% | +2.6% |
| 30D | +7.6% | -42.4% | +50.0% | +13.1% |
| 3M | -4.0% | -25.6% | +21.6% | -2.7% |
| 6M | +9.2% | +7.3% | +1.9% | +2.5% |
| YTD | +16.2% | +113.9% | -97.6% | -1.6% |
| 1Y | +17.9% | +93.6% | -75.6% | +0.9% |
| 3Y | +30.6% | +170.2% | -139.6% | +1.9% |
| 5Y | +35.2% | +44.2% | -9.0% | +9.4% |
| All | +152.6% | +597.2% | -444.6% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling