+522.0%
PENG vs WTW
+165.7%
+356.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.3% | +14.7% | +13.2% |
| 7D | -19.4% | +1.4% | -20.8% | -20.0% |
| 30D | -42.4% | +13.1% | -55.5% | -45.5% |
| 3M | -25.6% | -3.0% | -22.7% | -25.8% |
| 6M | +7.3% | +31.2% | -23.9% | -7.7% |
| YTD | +113.9% | +1.1% | +112.7% | +104.9% |
| 1Y | +93.6% | +3.4% | +90.2% | +82.6% |
| 3Y | +170.2% | +44.7% | +125.5% | +104.7% |
| 5Y | +44.2% | +52.0% | -7.8% | +3.9% |
| All | +522.0% | +165.7% | +356.3% | +266.9% |
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