+250.6%
SHW vs PENG
+661.7%
-411.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.3% | -5.2% | +3.0% |
| 7D | +1.6% | -3.8% | +5.4% | +1.4% |
| 30D | +12.1% | -40.1% | +52.2% | +17.3% |
| 3M | -3.0% | -21.8% | +18.8% | -2.3% |
| 6M | +13.5% | +3.3% | +10.2% | +6.9% |
| YTD | +11.2% | +133.6% | -122.4% | -7.6% |
| 1Y | +6.2% | +110.7% | -104.5% | -10.7% |
| 3Y | +45.6% | +204.3% | -158.6% | +11.2% |
| 5Y | +15.6% | +54.4% | -38.8% | -7.9% |
| All | +250.6% | +661.7% | -411.1% | +124.8% |
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