+129.2%
HPE vs PENG
+118.5%
+10.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.4% | -10.9% | -6.7% |
| 7D | -0.6% | +4.5% | -5.1% | -2.3% |
| 30D | -2.3% | -7.1% | +4.8% | -0.3% |
| 3M | -2.9% | -27.3% | +24.4% | +4.5% |
| 6M | +143.6% | +169.6% | -26.0% | +79.3% |
| YTD | +118.5% | +164.6% | -46.1% | +61.3% |
| 1Y | +129.2% | +109.5% | +19.7% | +60.0% |
| All | +129.2% | +118.5% | +10.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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