+233.7%
HIG vs PENG
+597.2%
-363.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.4% | -14.6% | -3.3% |
| 7D | +1.1% | -19.4% | +20.5% | +2.5% |
| 30D | +5.6% | -42.4% | +48.0% | +9.9% |
| 3M | -6.9% | -25.6% | +18.8% | -5.9% |
| 6M | +1.3% | +7.3% | -6.0% | -4.7% |
| YTD | -1.5% | +113.9% | -115.3% | -15.6% |
| 1Y | +6.6% | +93.6% | -87.0% | -7.8% |
| 3Y | +91.2% | +170.2% | -79.0% | +49.8% |
| 5Y | +106.1% | +44.2% | +61.9% | +67.5% |
| All | +233.7% | +597.2% | -363.5% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling