+51.5%
HAS vs PENG
+50.3%
+1.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.0% |
| 7D | +3.3% | -16.1% | +19.3% | +4.6% |
| 30D | +30.5% | -41.5% | +72.0% | +36.9% |
| 3M | +29.9% | -19.1% | +49.0% | +30.4% |
| 6M | +26.5% | +0.9% | +25.6% | +19.0% |
| YTD | +51.9% | +128.2% | -76.3% | +24.2% |
| 1Y | +60.9% | +98.6% | -37.7% | +34.1% |
| 3Y | +215.0% | +188.2% | +26.8% | +133.0% |
| 5Y | +51.5% | +55.5% | -4.0% | +12.8% |
| All | +51.5% | +50.3% | +1.2% | +12.8% |
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