+13.8%
SHW vs PENG
+26.4%
-12.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.0% | -2.1% |
| 7D | +5.7% | -36.7% | +42.4% | +9.3% |
| 30D | +8.7% | -42.0% | +50.7% | +12.7% |
| 3M | -5.4% | -33.2% | +27.8% | -3.7% |
| 6M | +12.2% | +2.1% | +10.1% | +4.6% |
| YTD | +8.5% | +90.3% | -81.8% | -8.2% |
| 1Y | +4.9% | +67.7% | -62.7% | -9.8% |
| 3Y | +42.8% | +154.2% | -111.4% | +9.2% |
| All | +13.8% | +26.4% | -12.6% | -12.0% |
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