+12.0%
HON vs PENG
+56.5%
-44.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +0.3% |
| 7D | +1.4% | +13.2% | -11.8% | +0.3% |
| 30D | +7.5% | -29.9% | +37.4% | +9.9% |
| 3M | -4.3% | -22.2% | +17.9% | -3.6% |
| 6M | -1.5% | -1.9% | +0.3% | -5.1% |
| YTD | +10.5% | +142.1% | -131.6% | -4.5% |
| 1Y | +8.5% | +151.5% | -143.0% | -6.8% |
| 3Y | +28.0% | +206.9% | -178.9% | +2.9% |
| All | +12.0% | +56.5% | -44.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling