+269.4%
HPE vs PEG
+32.2%
+237.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.5% |
| 7D | +13.6% | -0.1% | +13.7% | +13.7% |
| 30D | +7.7% | -1.7% | +9.5% | +8.3% |
| 3M | +22.4% | -6.8% | +29.2% | +24.5% |
| 6M | +172.6% | -11.4% | +184.0% | +181.4% |
| YTD | +147.5% | -7.2% | +154.7% | +150.4% |
| 1Y | +151.8% | -6.1% | +157.9% | +153.0% |
| All | +269.4% | +32.2% | +237.2% | +236.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling