+7.0%
SHW vs PENG
+120.5%
-113.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -9.1% | +15.7% | +6.4% |
| 7D | +13.3% | -20.5% | +33.8% | +13.1% |
| 30D | +14.1% | -20.4% | +34.5% | +13.8% |
| 3M | +0.8% | -16.4% | +17.2% | +0.3% |
| 6M | +17.6% | +49.2% | -31.6% | +8.2% |
| YTD | +13.0% | +147.2% | -134.2% | -2.6% |
| 1Y | +7.0% | +124.7% | -117.7% | -7.4% |
| All | +7.0% | +120.5% | -113.5% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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