+64.8%
HCA vs PENG
+107.7%
-42.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -2.8% | +7.8% | -10.6% | -3.1% |
| 30D | -2.7% | -12.2% | +9.5% | -2.3% |
| 3M | +11.5% | -20.6% | +32.1% | +11.6% |
| 6M | -24.3% | +180.9% | -205.2% | -32.9% |
| YTD | -13.6% | +162.3% | -175.9% | -23.1% |
| 1Y | -3.2% | +107.3% | -110.5% | -12.3% |
| 3Y | +50.4% | +110.8% | -60.3% | +27.9% |
| 5Y | +64.8% | +117.8% | -53.1% | +37.7% |
| All | +64.8% | +107.7% | -42.9% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling