+66.7%
HBAN vs PENG
+184.4%
-117.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -2.1% |
| 7D | -2.0% | -19.4% | +17.5% | -0.4% |
| 30D | +2.0% | -42.4% | +44.4% | +6.8% |
| 3M | -10.0% | -25.6% | +15.6% | -8.7% |
| 6M | -5.3% | +7.3% | -12.5% | -12.1% |
| YTD | -8.2% | +113.9% | -122.1% | -25.0% |
| 1Y | +4.2% | +93.6% | -89.4% | -13.5% |
| 3Y | +66.7% | +170.2% | -103.6% | +10.3% |
| All | +66.7% | +184.4% | -117.7% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling