+127.0%
HCA vs PENG
+191.6%
-64.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.3% | -7.3% | +2.2% |
| 7D | +7.9% | -3.8% | +11.7% | +8.0% |
| 30D | +11.9% | -40.1% | +52.0% | +10.9% |
| 3M | +22.4% | -21.8% | +44.2% | +22.0% |
| 6M | +16.5% | +3.3% | +13.1% | +15.8% |
| YTD | +8.7% | +133.6% | -124.9% | +6.5% |
| 1Y | +6.7% | +110.7% | -104.0% | +4.6% |
| 3Y | +127.0% | +204.3% | -77.3% | +86.2% |
| All | +127.0% | +191.6% | -64.6% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling