+276.2%
HPE vs PEG
+43.5%
+232.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -4.2% |
| 7D | +7.9% | +4.5% | +3.4% | +6.2% |
| 30D | -23.5% | +7.5% | -31.0% | -25.6% |
| 3M | -19.1% | +0.8% | -19.9% | -19.4% |
| 6M | +51.4% | 0.0% | +51.4% | +50.5% |
| YTD | +103.4% | -3.0% | +106.5% | +103.5% |
| 1Y | +114.4% | -4.7% | +119.1% | +116.0% |
| 3Y | +224.7% | +36.5% | +188.2% | +179.3% |
| All | +276.2% | +43.5% | +232.8% | +213.4% |
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 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