+67.4%
PENG vs TW
+41.5%
+25.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +34.6% | +3.2% | +31.4% | +33.9% |
| 30D | -35.9% | +19.7% | -55.6% | -38.1% |
| 3M | -14.7% | +26.8% | -41.5% | -18.7% |
| 6M | +13.5% | +20.9% | -7.3% | +8.0% |
| YTD | +156.1% | +22.9% | +133.3% | +139.9% |
| 1Y | +141.3% | +20.4% | +121.0% | +127.9% |
| 3Y | +223.4% | +42.9% | +180.6% | +162.6% |
| 5Y | +67.4% | +40.2% | +27.2% | +29.1% |
| All | +67.4% | +41.5% | +25.9% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling