+26.3%
HON vs PENG
+184.4%
-158.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.4% | -10.4% | +1.1% |
| 7D | +0.8% | -19.4% | +20.2% | +1.9% |
| 30D | +5.7% | -42.4% | +48.1% | +9.0% |
| 3M | -8.3% | -25.6% | +17.3% | -7.5% |
| 6M | -2.4% | +7.3% | -9.7% | -7.0% |
| YTD | +9.0% | +113.9% | -104.9% | -4.1% |
| 1Y | +9.2% | +93.6% | -84.4% | -3.1% |
| 3Y | +26.3% | +170.2% | -143.9% | +2.1% |
| All | +26.3% | +184.4% | -158.0% | +2.1% |
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