+621.7%
HPE vs PEG
+146.0%
+475.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.3% | -4.4% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | -2.3% | -2.4% | +0.1% | -1.2% |
| 3M | -2.9% | -4.8% | +1.9% | -1.2% |
| 6M | +143.6% | -10.7% | +154.3% | +154.4% |
| YTD | +118.5% | -6.7% | +125.2% | +123.1% |
| 1Y | +129.2% | -6.8% | +136.0% | +133.6% |
| 3Y | +212.5% | +34.5% | +178.0% | +164.1% |
| 5Y | +286.9% | +35.8% | +251.2% | +220.8% |
| 10Y | +432.3% | +141.7% | +290.6% | +244.4% |
| All | +621.7% | +146.0% | +475.7% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling