+1,729.1%
HCA vs PEG
+297.6%
+1,431.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | -0.9% | +3.8% | +3.4% |
| 30D | +2.4% | -2.8% | +5.1% | +3.7% |
| 3M | +13.0% | -6.9% | +20.0% | +16.9% |
| 6M | -21.4% | -11.4% | -10.0% | -16.9% |
| YTD | -9.5% | -7.4% | -2.1% | -6.6% |
| 1Y | +7.5% | -8.3% | +15.8% | +11.1% |
| 3Y | +57.6% | +31.5% | +26.0% | +30.4% |
| 5Y | +71.1% | +38.0% | +33.2% | +36.9% |
| 10Y | +498.8% | +148.3% | +350.5% | +262.5% |
| All | +1,729.1% | +297.6% | +1,431.5% | +690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling