+27.1%
SW vs PENG
+73.0%
-45.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.0% | +21.5% | -0.3% |
| 7D | +4.7% | -36.7% | +41.3% | +6.9% |
| 30D | +5.0% | -42.0% | +47.0% | +7.5% |
| 3M | -7.3% | -33.2% | +25.9% | -6.5% |
| 6M | +15.0% | +2.1% | +12.9% | +1.8% |
| YTD | +18.5% | +90.3% | -71.8% | -10.9% |
| 1Y | +27.1% | +67.7% | -40.5% | -2.1% |
| All | +27.1% | +73.0% | -45.8% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling