+126.3%
HIG vs PENG
+115.2%
+11.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.4% |
| 7D | +0.3% | +4.5% | -4.2% | +0.2% |
| 30D | -3.2% | -7.1% | +3.9% | -3.1% |
| 3M | +9.1% | -27.3% | +36.4% | +9.7% |
| 6M | -1.8% | +169.6% | -171.4% | -9.6% |
| YTD | +1.8% | +164.6% | -162.9% | -6.5% |
| 1Y | +4.6% | +109.5% | -104.9% | -2.6% |
| 3Y | +101.6% | +98.9% | +2.7% | +81.4% |
| All | +126.3% | +115.2% | +11.0% | +100.9% |
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