+33,321.4%
HD vs PEG
+2,889.6%
+30,431.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | +4.3% | -2.3% | +6.6% | +5.3% |
| 30D | +20.2% | +1.2% | +19.0% | +19.7% |
| 3M | -1.0% | -2.4% | +1.4% | -0.1% |
| 6M | +7.9% | -6.9% | +14.8% | +10.8% |
| YTD | +2.0% | -7.2% | +9.2% | +4.7% |
| 1Y | -4.3% | -8.9% | +4.6% | -1.1% |
| 3Y | +25.9% | +27.1% | -1.2% | +12.5% |
| 5Y | +5.8% | +33.8% | -28.0% | -8.2% |
| 10Y | +262.5% | +150.2% | +112.4% | +143.6% |
| All | +33,321.4% | +2,889.6% | +30,431.8% | +6,713.7% |
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 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