+659.3%
PENG vs WTW
+152.6%
+506.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.0% |
| 7D | +7.3% | -7.1% | +14.4% | +10.4% |
| 30D | -7.5% | -8.5% | +1.1% | -4.5% |
| 3M | -17.2% | +20.6% | -37.8% | -25.0% |
| 6M | +176.7% | +7.2% | +169.5% | +161.2% |
| YTD | +161.0% | -3.9% | +164.9% | +157.6% |
| 1Y | +108.8% | -3.6% | +112.4% | +105.1% |
| 3Y | +109.8% | +60.7% | +49.1% | +47.5% |
| 5Y | +111.7% | +42.2% | +69.6% | +58.8% |
| All | +659.3% | +152.6% | +506.6% | +361.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling