+379.7%
PENG vs TW
+221.1%
+158.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.1% |
| 7D | +4.5% | -2.3% | +6.9% | +5.5% |
| 30D | -7.1% | +3.9% | -11.0% | -8.5% |
| 3M | -27.3% | +5.7% | -33.0% | -30.7% |
| 6M | +169.6% | -14.5% | +184.1% | +181.4% |
| YTD | +164.6% | -0.9% | +165.5% | +155.5% |
| 1Y | +109.5% | -13.5% | +123.0% | +114.9% |
| 3Y | +98.9% | +25.0% | +73.9% | +59.0% |
| 5Y | +116.3% | +22.7% | +93.6% | +69.0% |
| All | +379.7% | +221.1% | +158.6% | +132.0% |
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