+10.8%
HD vs PENG
+115.2%
-104.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | +0.3% |
| 7D | -2.1% | +4.5% | -6.6% | -2.5% |
| 30D | -8.4% | -7.1% | -1.3% | -8.0% |
| 3M | +4.3% | -27.3% | +31.6% | +5.7% |
| 6M | -11.1% | +169.6% | -180.7% | -24.3% |
| YTD | -4.7% | +164.6% | -169.3% | -19.0% |
| 1Y | -19.8% | +109.5% | -129.3% | -30.2% |
| 3Y | +4.1% | +98.9% | -94.8% | -13.8% |
| All | +10.8% | +115.2% | -104.4% | -11.8% |
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