+4.1%
SHW vs PENG
+88.9%
-84.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -1.2% |
| 7D | +3.5% | -19.4% | +22.9% | +3.2% |
| 30D | +9.2% | -42.4% | +51.6% | +9.1% |
| 3M | -5.1% | -25.6% | +20.6% | -5.6% |
| 6M | +6.8% | +7.3% | -0.4% | +0.2% |
| YTD | +7.0% | +113.9% | -106.9% | -8.3% |
| 1Y | +4.1% | +93.6% | -89.5% | -10.1% |
| All | +4.1% | +88.9% | -84.8% | -10.1% |
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