+84.1%
HBAN vs PENG
+735.0%
-650.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.2% |
| 7D | +0.8% | +34.6% | -33.8% | -4.0% |
| 30D | +3.2% | -35.9% | +39.1% | +8.9% |
| 3M | -11.1% | -14.7% | +3.6% | -11.0% |
| 6M | +1.2% | +13.5% | -12.3% | -7.3% |
| YTD | -6.7% | +156.1% | -162.8% | -27.4% |
| 1Y | +2.4% | +141.3% | -138.9% | -19.6% |
| 3Y | +73.3% | +223.4% | -150.2% | +22.1% |
| 5Y | +20.7% | +67.4% | -46.6% | -9.9% |
| All | +84.1% | +735.0% | -650.9% | +17.7% |
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