+57.4%
HL vs PEG
+2,929.1%
-2,871.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | +7.1% | +1.0% | +6.0% | +6.6% |
| 30D | +21.4% | -1.9% | +23.3% | +22.2% |
| 3M | +37.4% | -3.7% | +41.1% | +39.3% |
| 6M | +0.4% | -9.4% | +9.8% | +4.2% |
| YTD | +6.7% | -6.0% | +12.7% | +8.9% |
| 1Y | +102.4% | -4.4% | +106.7% | +105.8% |
| 3Y | +417.4% | +33.5% | +383.9% | +361.0% |
| 5Y | +243.3% | +35.7% | +207.6% | +204.7% |
| 10Y | +242.6% | +140.4% | +102.1% | +144.3% |
| All | +57.4% | +2,929.1% | -2,871.7% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling