+243.5%
SHW vs PENG
+689.3%
-445.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.4% |
| 7D | +1.9% | +13.2% | -11.3% | +0.4% |
| 30D | +8.1% | -29.9% | +38.0% | +11.1% |
| 3M | -2.8% | -22.2% | +19.5% | -2.0% |
| 6M | +15.0% | -1.9% | +16.9% | +9.2% |
| YTD | +9.0% | +142.1% | -133.1% | -9.8% |
| 1Y | +4.5% | +151.5% | -147.0% | -14.2% |
| 3Y | +41.9% | +206.9% | -165.1% | +8.2% |
| 5Y | +10.7% | +58.2% | -47.5% | -12.0% |
| All | +243.5% | +689.3% | -445.9% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling