+34,289.6%
HD vs PEG
+2,989.2%
+31,300.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.6% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | +21.6% | +3.8% | +17.8% | +19.8% |
| 3M | +0.1% | +0.1% | 0.0% | 0.0% |
| 6M | +13.0% | -1.0% | +14.0% | +13.3% |
| YTD | +4.9% | -4.1% | +9.1% | +6.3% |
| 1Y | -2.1% | -6.9% | +4.8% | +0.3% |
| 3Y | +32.6% | +35.6% | -3.0% | +15.5% |
| 5Y | +8.2% | +42.8% | -34.5% | -8.4% |
| 10Y | +257.9% | +160.2% | +97.7% | +136.9% |
| All | +34,289.6% | +2,989.2% | +31,300.3% | +6,821.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling