+107.0%
HIG vs PENG
+42.1%
+64.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.6% | -2.5% |
| 7D | +1.1% | -19.4% | +20.5% | +1.4% |
| 30D | +5.6% | -42.4% | +48.0% | +6.8% |
| 3M | -6.9% | -25.6% | +18.8% | -6.7% |
| 6M | +1.3% | +7.3% | -6.0% | -2.1% |
| YTD | -1.5% | +113.9% | -115.3% | -9.6% |
| 1Y | +6.6% | +93.6% | -87.0% | -1.7% |
| 3Y | +91.2% | +170.2% | -79.0% | +64.0% |
| All | +107.0% | +42.1% | +64.9% | +80.3% |
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 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