+1.5%
HON vs PEG
+36.3%
-34.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.5% | -0.9% | -2.6% | -3.1% |
| 30D | -13.8% | -3.7% | -10.0% | -12.5% |
| 3M | -11.7% | -7.3% | -4.4% | -9.0% |
| 6M | -18.7% | -10.5% | -8.3% | -15.2% |
| YTD | +0.2% | -7.5% | +7.7% | +3.1% |
| 1Y | -3.1% | -8.7% | +5.7% | -0.1% |
| 3Y | +17.0% | +31.4% | -14.4% | 0.0% |
| All | +1.5% | +36.3% | -34.9% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling