+38.8%
HBAN vs PENG
+115.2%
-76.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -1.1% |
| 7D | +0.7% | +4.5% | -3.9% | 0.0% |
| 30D | -3.2% | -7.1% | +3.9% | -2.4% |
| 3M | +4.0% | -27.3% | +31.2% | +6.0% |
| 6M | +3.1% | +169.6% | -166.4% | -18.4% |
| YTD | 0.0% | +164.6% | -164.6% | -21.1% |
| 1Y | -1.2% | +109.5% | -110.7% | -19.2% |
| 3Y | +72.5% | +98.9% | -26.5% | +30.9% |
| All | +38.8% | +115.2% | -76.4% | +3.5% |
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