+210.2%
HD vs PEG
+136.9%
+73.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | -10.8% | -2.6% | -8.2% | -9.8% |
| 3M | -2.7% | -7.6% | +4.9% | +0.9% |
| 6M | -10.3% | -12.2% | +1.9% | -4.9% |
| YTD | -7.8% | -8.1% | +0.2% | -4.6% |
| 1Y | -23.1% | -7.0% | -16.2% | -21.1% |
| 3Y | +2.0% | +30.6% | -28.6% | -13.3% |
| 5Y | +6.2% | +34.4% | -28.2% | -12.3% |
| 10Y | +210.2% | +146.5% | +63.7% | +109.7% |
| All | +210.2% | +136.9% | +73.3% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling