+338.9%
PENG vs TW
+301.3%
+37.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.8% |
| 7D | +13.2% | +3.9% | +9.3% | +11.7% |
| 30D | -29.9% | +19.9% | -49.9% | -34.8% |
| 3M | -22.2% | +25.9% | -48.2% | -29.3% |
| 6M | -1.9% | +21.1% | -23.0% | -11.6% |
| YTD | +142.1% | +23.9% | +118.2% | +113.3% |
| 1Y | +151.5% | +21.2% | +130.3% | +124.0% |
| 3Y | +206.9% | +44.8% | +162.1% | +133.9% |
| 5Y | +58.2% | +41.4% | +16.8% | +18.7% |
| All | +338.9% | +301.3% | +37.6% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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