+12.9%
HAS vs PENG
+115.2%
-102.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.3% |
| 7D | -1.8% | +4.5% | -6.3% | -2.4% |
| 30D | +2.3% | -7.1% | +9.4% | +2.9% |
| 3M | +10.4% | -27.3% | +37.6% | +12.2% |
| 6M | -3.2% | +169.6% | -172.8% | -20.6% |
| YTD | +15.4% | +164.6% | -149.2% | -5.4% |
| 1Y | +18.8% | +109.5% | -90.7% | +0.2% |
| 3Y | +43.9% | +98.9% | -55.0% | +14.3% |
| All | +12.9% | +115.2% | -102.3% | -15.4% |
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