+224.7%
HPE vs PENG
+209.7%
+14.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.7% | -1.7% |
| 7D | +7.9% | +13.2% | -5.4% | +3.0% |
| 30D | -23.5% | -29.9% | +6.4% | -14.3% |
| 3M | -19.1% | -22.2% | +3.2% | -13.3% |
| 6M | +51.4% | -1.9% | +53.3% | +46.2% |
| YTD | +103.4% | +142.1% | -38.7% | +47.6% |
| 1Y | +114.4% | +151.5% | -37.1% | +53.6% |
| 3Y | +224.7% | +206.9% | +17.7% | +96.7% |
| All | +224.7% | +209.7% | +14.9% | +96.7% |
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 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