+15.3%
SHW vs PENG
+115.2%
-99.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.2% |
| 7D | -3.2% | +4.5% | -7.8% | -3.7% |
| 30D | -9.5% | -7.1% | -2.4% | -9.0% |
| 3M | +11.5% | -27.3% | +38.7% | +12.9% |
| 6M | -3.5% | +169.6% | -173.1% | -18.9% |
| YTD | +3.7% | +164.6% | -160.9% | -12.9% |
| 1Y | -7.9% | +109.5% | -117.4% | -20.7% |
| 3Y | +24.7% | +98.9% | -74.2% | +1.6% |
| All | +15.3% | +115.2% | -99.9% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling