+51.2%
HAS vs PENG
+31.0%
+20.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -23.0% | +21.3% | +0.7% |
| 7D | 0.0% | -36.7% | +36.7% | +4.3% |
| 30D | +31.3% | -42.0% | +73.4% | +37.6% |
| 3M | +32.1% | -33.2% | +65.3% | +35.4% |
| 6M | +28.1% | +2.1% | +26.0% | +19.2% |
| YTD | +49.1% | +90.3% | -41.2% | +24.3% |
| 1Y | +60.5% | +67.7% | -7.1% | +36.3% |
| 3Y | +183.9% | +154.2% | +29.6% | +112.1% |
| 5Y | +51.2% | +28.3% | +22.9% | +15.2% |
| All | +51.2% | +31.0% | +20.2% | +15.2% |
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