+398.8%
HL vs PEG
+32.0%
+366.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -5.6% | -0.9% | -4.7% | -5.1% |
| 30D | +12.7% | -2.8% | +15.5% | +14.6% |
| 3M | +42.5% | -6.9% | +49.5% | +49.0% |
| 6M | -9.0% | -11.4% | +2.4% | -1.8% |
| YTD | +4.4% | -7.4% | +11.8% | +8.8% |
| 1Y | +82.7% | -8.3% | +90.9% | +92.2% |
| All | +398.8% | +32.0% | +366.8% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 3y: compounded portfolio wealth divided by compounded PEG 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…
3y analysis · Full analysis span regression · 6 months rolling