+109.8%
PENG vs WTW
-0.6%
+110.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -2.2% |
| 7D | +7.8% | -2.7% | +10.5% | +6.4% |
| 30D | -12.2% | -5.6% | -6.6% | -14.2% |
| 3M | -20.6% | +26.5% | -47.1% | -9.6% |
| 6M | +180.9% | +8.1% | +172.8% | +215.7% |
| YTD | +162.3% | -0.3% | +162.6% | +199.8% |
| All | +109.8% | -0.6% | +110.4% | +160.7% |
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