+244.2%
SHW vs PENG
+735.0%
-490.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.4% |
| 7D | +0.7% | +34.6% | -33.9% | -2.7% |
| 30D | +8.4% | -35.9% | +44.4% | +12.6% |
| 3M | -2.2% | -14.7% | +12.5% | -2.5% |
| 6M | +13.3% | +13.5% | -0.2% | +5.5% |
| YTD | +9.2% | +156.1% | -146.9% | -10.2% |
| 1Y | +2.9% | +141.3% | -138.4% | -14.8% |
| 3Y | +41.1% | +223.4% | -182.3% | +7.0% |
| 5Y | +11.0% | +67.4% | -56.4% | -12.4% |
| All | +244.2% | +735.0% | -490.8% | +118.3% |
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