+563.1%
HPE vs PEG
+148.0%
+415.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.6% | +12.5% |
| 7D | +19.4% | -0.9% | +20.3% | +19.9% |
| 30D | +5.6% | -3.7% | +9.3% | +7.4% |
| 3M | +33.1% | -7.3% | +40.3% | +37.2% |
| 6M | +192.5% | -10.5% | +202.9% | +205.3% |
| YTD | +160.9% | -7.5% | +168.4% | +167.5% |
| 1Y | +155.0% | -8.7% | +163.7% | +162.4% |
| 3Y | +289.4% | +31.4% | +258.0% | +231.1% |
| 5Y | +395.7% | +37.8% | +357.9% | +304.9% |
| All | +563.1% | +148.0% | +415.1% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling