-2.3%
SW vs PENG
+115.2%
-117.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +0.5% |
| 7D | -5.1% | +4.5% | -9.6% | -5.6% |
| 30D | -4.6% | -7.1% | +2.5% | -3.9% |
| 3M | +9.4% | -27.3% | +36.6% | +11.2% |
| 6M | +3.5% | +169.6% | -166.1% | -14.1% |
| YTD | +22.0% | +164.6% | -142.6% | +1.3% |
| 1Y | +2.2% | +109.5% | -107.3% | -13.2% |
| 3Y | +19.6% | +98.9% | -79.3% | -2.8% |
| All | -2.3% | +115.2% | -117.6% | -19.6% |
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 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