+19.6%
SW vs PENG
+101.4%
-81.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +0.6% |
| 7D | -5.1% | +4.5% | -9.6% | -5.5% |
| 30D | -4.6% | -7.1% | +2.5% | -4.0% |
| 3M | +9.4% | -27.3% | +36.6% | +10.9% |
| 6M | +3.5% | +169.6% | -166.1% | -12.7% |
| YTD | +22.0% | +164.6% | -142.6% | +2.9% |
| 1Y | +2.2% | +109.5% | -107.3% | -12.2% |
| All | +19.6% | +101.4% | -81.8% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling