+350.2%
HPE vs PENG
+720.8%
-370.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.3% | -5.5% | +2.2% |
| 7D | +0.3% | +1.9% | -1.5% | -0.6% |
| 30D | -28.6% | -37.8% | +9.2% | -20.0% |
| 3M | -7.4% | -14.1% | +6.7% | -4.6% |
| 6M | +63.7% | +13.1% | +50.6% | +55.4% |
| YTD | +111.7% | +151.8% | -40.1% | +66.0% |
| 1Y | +123.5% | +136.0% | -12.5% | +77.5% |
| 3Y | +238.7% | +217.9% | +20.7% | +141.4% |
| 5Y | +261.0% | +64.1% | +196.9% | +174.8% |
| All | +350.2% | +720.8% | -370.6% | +191.9% |
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