+248.0%
SHW vs PENG
+644.0%
-396.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +4.2% | -16.1% | +20.3% | +5.7% |
| 30D | +11.3% | -41.5% | +52.7% | +16.7% |
| 3M | -1.8% | -19.1% | +17.3% | -1.5% |
| 6M | +12.7% | +0.9% | +11.8% | +6.4% |
| YTD | +10.4% | +128.2% | -117.8% | -8.0% |
| 1Y | +4.7% | +98.6% | -93.9% | -11.2% |
| 3Y | +42.7% | +188.2% | -145.5% | +9.7% |
| 5Y | +14.5% | +55.5% | -41.0% | -8.9% |
| All | +248.0% | +644.0% | -396.0% | +123.7% |
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