+28.3%
HD vs PENG
+153.0%
-124.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.0% | +21.5% | -0.6% |
| 7D | +6.4% | -36.7% | +43.1% | +8.3% |
| 30D | +22.1% | -42.0% | +64.1% | +24.4% |
| 3M | -0.2% | -33.2% | +33.0% | +0.5% |
| 6M | +12.6% | +2.1% | +10.5% | +5.8% |
| YTD | +3.9% | +90.3% | -86.4% | -10.0% |
| 1Y | -3.7% | +67.7% | -71.4% | -15.6% |
| All | +28.3% | +153.0% | -124.7% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling