+226.9%
SHW vs PENG
+762.7%
-535.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.3% |
| 7D | -3.2% | +4.5% | -7.8% | -3.8% |
| 30D | -9.5% | -7.1% | -2.4% | -8.9% |
| 3M | +11.5% | -27.3% | +38.7% | +13.1% |
| 6M | -3.5% | +169.6% | -173.1% | -19.4% |
| YTD | +3.7% | +164.6% | -160.9% | -13.4% |
| 1Y | -7.9% | +109.5% | -117.4% | -21.1% |
| 3Y | +24.7% | +98.9% | -74.2% | +1.2% |
| 5Y | +13.6% | +116.3% | -102.7% | -12.0% |
| All | +226.9% | +762.7% | -535.8% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling