+31,139.8%
HD vs PEG
+2,907.1%
+28,232.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | +0.7% | -2.7% | -2.3% |
| 30D | -8.4% | -2.4% | -6.0% | -7.6% |
| 3M | +4.3% | -4.8% | +9.1% | +6.3% |
| 6M | -11.1% | -10.7% | -0.4% | -7.3% |
| YTD | -4.7% | -6.7% | +2.0% | -2.4% |
| 1Y | -19.8% | -6.8% | -13.0% | -18.0% |
| 3Y | +4.1% | +34.5% | -30.4% | -9.2% |
| 5Y | +10.3% | +35.8% | -25.4% | -4.9% |
| 10Y | +203.2% | +141.7% | +61.4% | +106.0% |
| All | +31,139.8% | +2,907.1% | +28,232.7% | +6,255.5% |
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