+16.9%
HON vs PEG
+32.0%
-15.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -11.9% | -2.8% | -9.1% | -11.1% |
| 3M | -6.1% | -6.9% | +0.9% | -4.0% |
| 6M | -19.2% | -11.4% | -7.8% | -16.3% |
| YTD | +0.2% | -7.4% | +7.5% | +2.4% |
| 1Y | -1.5% | -8.3% | +6.8% | +0.7% |
| All | +16.9% | +32.0% | -15.1% | +4.6% |
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