+85.4%
HBAN vs PENG
+644.0%
-558.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -0.1% | -16.1% | +15.9% | +1.9% |
| 30D | +3.4% | -41.5% | +44.9% | +10.7% |
| 3M | -9.1% | -19.1% | +10.0% | -8.3% |
| 6M | +0.1% | +0.9% | -0.8% | -6.5% |
| YTD | -6.0% | +128.2% | -134.2% | -25.5% |
| 1Y | +4.0% | +98.6% | -94.5% | -15.6% |
| 3Y | +74.5% | +188.2% | -113.7% | +25.3% |
| 5Y | +24.3% | +55.5% | -31.2% | -6.2% |
| All | +85.4% | +644.0% | -558.6% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling