-4.3%
HD vs PENG
+88.9%
-93.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -1.6% |
| 7D | +4.3% | -19.4% | +23.8% | +4.1% |
| 30D | +20.2% | -42.4% | +62.6% | +19.9% |
| 3M | -1.0% | -25.6% | +24.6% | -1.7% |
| 6M | +7.9% | +7.3% | +0.6% | +2.7% |
| YTD | +2.0% | +113.9% | -111.9% | -10.5% |
| 1Y | -4.3% | +93.6% | -97.9% | -15.2% |
| All | -4.3% | +88.9% | -93.2% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling