+42.5%
HAL vs PENG
+31.0%
+11.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.7% | -0.6% |
| 7D | -11.1% | -36.7% | +25.6% | -6.8% |
| 30D | -2.4% | -42.0% | +39.6% | +2.7% |
| 3M | +0.8% | -33.2% | +34.0% | +3.7% |
| 6M | -22.8% | +2.1% | -24.9% | -27.1% |
| YTD | +14.5% | +90.3% | -75.8% | -2.5% |
| 1Y | +20.2% | +67.7% | -47.5% | +4.1% |
| 3Y | -15.2% | +154.2% | -169.4% | -33.9% |
| 5Y | +42.5% | +28.3% | +14.2% | +5.5% |
| All | +42.5% | +31.0% | +11.5% | +5.5% |
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