+340.8%
HPE vs PEG
+35.4%
+305.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.1% | -6.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | +1.5% | -2.8% | +4.3% | +2.6% |
| 3M | +21.7% | -6.9% | +28.7% | +24.5% |
| 6M | +164.2% | -11.4% | +175.6% | +174.4% |
| YTD | +132.1% | -7.4% | +139.4% | +136.2% |
| 1Y | +130.6% | -8.3% | +138.9% | +135.2% |
| 3Y | +244.1% | +31.5% | +212.6% | +201.5% |
| 5Y | +340.8% | +38.0% | +302.9% | +276.5% |
| All | +340.8% | +35.4% | +305.4% | +276.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling