+179.6%
HD vs PENG
+597.2%
-417.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -3.1% |
| 7D | +4.3% | -19.4% | +23.8% | +5.9% |
| 30D | +20.2% | -42.4% | +62.6% | +25.7% |
| 3M | -1.0% | -25.6% | +24.6% | +0.1% |
| 6M | +7.9% | +7.3% | +0.6% | +1.2% |
| YTD | +2.0% | +113.9% | -111.9% | -13.4% |
| 1Y | -4.3% | +93.6% | -97.9% | -17.9% |
| 3Y | +25.9% | +170.2% | -144.3% | -0.7% |
| 5Y | +5.8% | +44.2% | -38.4% | -13.8% |
| All | +179.6% | +597.2% | -417.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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