+72.8%
HCA vs PEG
+36.3%
+36.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.4% | -0.9% | +6.3% | +5.7% |
| 30D | +3.0% | -3.7% | +6.7% | +4.4% |
| 3M | +13.0% | -7.3% | +20.3% | +16.2% |
| 6M | -20.3% | -10.5% | -9.8% | -17.0% |
| YTD | -8.2% | -7.5% | -0.7% | -5.9% |
| 1Y | +6.7% | -8.7% | +15.4% | +9.8% |
| 3Y | +60.4% | +31.4% | +29.0% | +32.3% |
| All | +72.8% | +36.3% | +36.4% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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