+8.1%
HD vs PENG
+50.3%
-42.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +5.2% | -16.1% | +21.3% | +6.2% |
| 30D | +20.7% | -41.5% | +62.2% | +25.1% |
| 3M | +0.8% | -19.1% | +19.9% | +0.8% |
| 6M | +12.2% | +0.9% | +11.3% | +6.4% |
| YTD | +4.2% | +128.2% | -124.0% | -12.1% |
| 1Y | -2.6% | +98.6% | -101.1% | -16.5% |
| 3Y | +30.0% | +188.2% | -158.2% | +0.7% |
| 5Y | +8.1% | +55.5% | -47.4% | -16.7% |
| All | +8.1% | +50.3% | -42.2% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling