+237.8%
HIG vs PENG
+755.0%
-517.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -1.1% | +7.8% | -8.9% | -1.8% |
| 30D | -4.9% | -12.2% | +7.3% | -3.9% |
| 3M | +6.8% | -20.6% | +27.4% | +7.2% |
| 6M | -1.7% | +180.9% | -182.6% | -16.5% |
| YTD | -0.2% | +162.3% | -162.5% | -14.9% |
| 1Y | +5.7% | +107.3% | -101.6% | -7.7% |
| 3Y | +100.3% | +110.8% | -10.5% | +63.1% |
| 5Y | +118.5% | +117.8% | +0.7% | +70.3% |
| All | +237.8% | +755.0% | -517.2% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling