+155.0%
HPE vs PEG
-8.5%
+163.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.6% | +12.4% |
| 7D | +19.4% | -0.9% | +20.3% | +19.4% |
| 30D | +5.6% | -3.7% | +9.3% | +5.6% |
| 3M | +33.1% | -7.3% | +40.3% | +32.3% |
| 6M | +192.5% | -10.5% | +202.9% | +190.8% |
| YTD | +160.9% | -7.5% | +168.4% | +155.4% |
| 1Y | +155.0% | -8.7% | +163.7% | +149.3% |
| All | +155.0% | -8.5% | +163.5% | +149.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling