+109.5%
PENG vs WTW
+3.0%
+106.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.6% | +5.4% |
| 7D | +4.5% | -2.6% | +7.2% | +3.2% |
| 30D | -7.1% | -1.0% | -6.1% | -7.2% |
| 3M | -27.3% | +29.9% | -57.2% | -16.0% |
| 6M | +169.6% | +10.7% | +158.9% | +207.0% |
| YTD | +164.6% | +2.6% | +162.0% | +206.6% |
| 1Y | +109.5% | +2.8% | +106.7% | +164.3% |
| All | +109.5% | +3.0% | +106.5% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling