+325.9%
HPE vs PENG
+661.7%
-335.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.3% | -3.1% | +3.8% |
| 7D | -7.1% | -3.8% | -3.3% | -6.7% |
| 30D | -35.3% | -40.1% | +4.8% | -26.8% |
| 3M | -10.4% | -21.8% | +11.3% | -5.6% |
| 6M | +52.5% | +3.3% | +49.1% | +48.2% |
| YTD | +100.3% | +133.6% | -33.4% | +60.3% |
| 1Y | +106.4% | +110.7% | -4.3% | +68.7% |
| 3Y | +227.4% | +204.3% | +23.1% | +136.6% |
| 5Y | +250.6% | +54.4% | +196.2% | +171.5% |
| All | +325.9% | +661.7% | -335.8% | +181.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling