+237.0%
SHW vs PENG
+597.2%
-360.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -2.8% |
| 7D | +3.5% | -19.4% | +22.9% | +5.2% |
| 30D | +9.2% | -42.4% | +51.6% | +14.7% |
| 3M | -5.1% | -25.6% | +20.6% | -3.9% |
| 6M | +6.8% | +7.3% | -0.4% | -0.3% |
| YTD | +7.0% | +113.9% | -106.9% | -10.3% |
| 1Y | +4.1% | +93.6% | -89.5% | -11.6% |
| 3Y | +41.1% | +170.2% | -129.2% | +9.2% |
| 5Y | +12.9% | +44.2% | -31.3% | -9.4% |
| All | +237.0% | +597.2% | -360.1% | +118.2% |
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