-4.6%
HD vs PEG
-6.2%
+1.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +6.0% | +6.3% |
| 7D | +11.9% | +1.0% | +10.9% | +11.5% |
| 30D | +26.4% | +6.6% | +19.8% | +23.6% |
| 3M | +2.8% | -3.1% | +5.9% | +3.7% |
| 6M | +15.5% | -7.4% | +22.8% | +18.1% |
| YTD | +5.5% | -6.4% | +12.0% | +7.3% |
| 1Y | -4.6% | -7.4% | +2.9% | -2.6% |
| All | -4.6% | -6.2% | +1.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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