+2.7%
HCA vs PENG
+106.3%
-103.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +4.9% |
| 7D | +4.9% | +7.3% | -2.4% | +5.4% |
| 30D | +1.9% | -7.5% | +9.4% | +1.4% |
| 3M | +12.7% | -17.2% | +30.0% | +12.3% |
| 6M | -22.3% | +176.7% | -199.1% | -23.9% |
| YTD | -9.3% | +161.0% | -170.4% | -10.6% |
| 1Y | +2.7% | +108.8% | -106.1% | +3.6% |
| All | +2.7% | +106.3% | -103.6% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling