+202.7%
HPE vs PENG
+184.4%
+18.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | -3.1% |
| 7D | -18.7% | -19.4% | +0.7% | -12.9% |
| 30D | -37.9% | -42.4% | +4.5% | -25.4% |
| 3M | -14.4% | -25.6% | +11.3% | -6.6% |
| 6M | +48.2% | +7.3% | +40.9% | +40.5% |
| YTD | +88.6% | +113.9% | -25.2% | +43.2% |
| 1Y | +94.8% | +93.6% | +1.2% | +51.9% |
| 3Y | +202.7% | +170.2% | +32.5% | +90.8% |
| All | +202.7% | +184.4% | +18.3% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling