+52.5%
HCA vs PENG
+108.8%
-56.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.5% | -0.9% |
| 7D | -3.1% | +4.5% | -7.6% | -3.0% |
| 30D | -1.1% | -7.1% | +6.0% | -1.3% |
| 3M | +12.2% | -27.3% | +39.4% | +12.1% |
| 6M | -25.3% | +169.6% | -194.9% | -26.9% |
| YTD | -12.9% | +164.6% | -177.6% | -14.7% |
| 1Y | -0.9% | +109.5% | -110.4% | -2.6% |
| All | +52.5% | +108.8% | -56.3% | +47.3% |
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