+561.8%
HCA vs PENG
+644.0%
-82.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +9.0% | -16.1% | +25.1% | +10.3% |
| 30D | +11.8% | -41.5% | +53.3% | +17.0% |
| 3M | +22.1% | -19.1% | +41.2% | +22.6% |
| 6M | +16.4% | +0.9% | +15.4% | +9.8% |
| YTD | +8.6% | +128.2% | -119.6% | -9.6% |
| 1Y | +10.6% | +98.6% | -88.0% | -6.4% |
| 3Y | +121.7% | +188.2% | -66.5% | +66.1% |
| 5Y | +114.5% | +55.5% | +58.9% | +68.2% |
| All | +561.8% | +644.0% | -82.2% | +332.1% |
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