+287.7%
PENG vs TW
+286.2%
+1.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.3% |
| 7D | -19.4% | +4.2% | -23.7% | -20.7% |
| 30D | -42.4% | +18.9% | -61.3% | -46.3% |
| 3M | -25.6% | +23.8% | -49.4% | -32.0% |
| 6M | +7.3% | +17.0% | -9.8% | -2.3% |
| YTD | +113.9% | +19.2% | +94.6% | +91.0% |
| 1Y | +93.6% | +20.1% | +73.5% | +72.1% |
| 3Y | +170.2% | +40.5% | +129.7% | +107.8% |
| 5Y | +44.2% | +38.0% | +6.1% | +8.7% |
| All | +287.7% | +286.2% | +1.5% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling