+44.2%
HAS vs PENG
+101.4%
-57.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.0% |
| 7D | -1.8% | +4.5% | -6.3% | -2.2% |
| 30D | +2.3% | -7.1% | +9.4% | +2.7% |
| 3M | +10.4% | -27.3% | +37.6% | +11.6% |
| 6M | -3.2% | +169.6% | -172.8% | -15.9% |
| YTD | +15.4% | +164.6% | -149.2% | +0.2% |
| 1Y | +18.8% | +109.5% | -90.7% | +5.2% |
| All | +44.2% | +101.4% | -57.2% | +21.5% |
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 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