+669.7%
PENG vs WTW
+169.6%
+500.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.6% | +7.3% |
| 7D | +4.5% | -2.6% | +7.2% | +5.6% |
| 30D | -7.1% | -1.0% | -6.1% | -7.1% |
| 3M | -27.3% | +29.9% | -57.2% | -36.2% |
| 6M | +169.6% | +10.7% | +158.9% | +152.1% |
| YTD | +164.6% | +2.6% | +162.0% | +154.6% |
| 1Y | +109.5% | +2.8% | +106.7% | +100.7% |
| 3Y | +98.9% | +67.3% | +31.6% | +38.5% |
| 5Y | +116.3% | +56.6% | +59.6% | +55.2% |
| All | +669.7% | +169.6% | +500.1% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling