+4.8%
HIG vs PENG
+6.5%
-1.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.3% | -10.8% | +0.3% |
| 7D | -0.7% | +1.9% | -2.5% | -0.1% |
| 30D | +5.4% | -37.8% | +43.1% | +2.5% |
| 3M | -0.9% | -14.1% | +13.2% | -0.9% |
| 6M | +4.8% | +13.1% | -8.3% | +9.8% |
| All | +4.8% | +6.5% | -1.7% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling