+452.4%
HCA vs PENG
+751.0%
-298.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +4.9% | +7.3% | -2.4% | +4.1% |
| 30D | +1.9% | -7.5% | +9.4% | +2.5% |
| 3M | +12.7% | -17.2% | +30.0% | +12.5% |
| 6M | -22.3% | +176.7% | -199.1% | -35.5% |
| YTD | -9.3% | +161.0% | -170.4% | -24.4% |
| 1Y | +2.7% | +108.8% | -106.1% | -12.2% |
| 3Y | +57.8% | +109.8% | -52.0% | +24.5% |
| 5Y | +70.3% | +111.7% | -41.4% | +29.3% |
| All | +452.4% | +751.0% | -298.6% | +261.5% |
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 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