+28.2%
HON vs PENG
+227.7%
-199.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.0% |
| 7D | +3.6% | +34.6% | -31.1% | +1.4% |
| 30D | +7.8% | -35.9% | +43.7% | +10.2% |
| 3M | -4.8% | -14.7% | +9.9% | -4.9% |
| 6M | -1.7% | +13.5% | -15.2% | -6.2% |
| YTD | +10.7% | +156.1% | -145.4% | -3.8% |
| 1Y | +7.8% | +141.3% | -133.6% | -5.9% |
| All | +28.2% | +227.7% | -199.5% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling