+43.1%
SHW vs PENG
+153.0%
-109.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.0% | -2.9% |
| 7D | +5.7% | -36.7% | +42.4% | +7.8% |
| 30D | +8.7% | -42.0% | +50.7% | +10.9% |
| 3M | -5.4% | -33.2% | +27.8% | -4.6% |
| 6M | +12.2% | +2.1% | +10.1% | +5.0% |
| YTD | +8.5% | +90.3% | -81.8% | -6.7% |
| 1Y | +4.9% | +67.7% | -62.7% | -8.5% |
| All | +43.1% | +153.0% | -109.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling