+30.0%
HD vs PENG
+191.8%
-161.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | +5.2% | -16.1% | +21.3% | +5.8% |
| 30D | +20.7% | -41.5% | +62.2% | +23.5% |
| 3M | +0.8% | -19.1% | +19.9% | +0.6% |
| 6M | +12.2% | +0.9% | +11.3% | +7.1% |
| YTD | +4.2% | +128.2% | -124.0% | -10.3% |
| 1Y | -2.6% | +98.6% | -101.1% | -15.0% |
| 3Y | +30.0% | +188.2% | -158.2% | -7.5% |
| All | +30.0% | +191.8% | -161.8% | -7.5% |
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