+57.7%
HAS vs PENG
+130.4%
-72.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.7% |
| 7D | +1.4% | +13.2% | -11.8% | +1.2% |
| 30D | +26.3% | -29.9% | +56.2% | +26.8% |
| 3M | +25.6% | -22.2% | +47.8% | +25.7% |
| 6M | +30.3% | -1.9% | +32.1% | +25.8% |
| YTD | +50.4% | +142.1% | -91.8% | +25.1% |
| 1Y | +57.7% | +151.5% | -93.8% | +29.6% |
| All | +57.7% | +130.4% | -72.6% | +29.6% |
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 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