+292.4%
HPE vs PENG
+66.2%
+226.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +13.6% | +34.6% | -21.0% | +2.8% |
| 30D | -27.1% | -35.9% | +8.8% | -16.9% |
| 3M | -14.5% | -14.7% | +0.2% | -11.4% |
| 6M | +66.9% | +13.5% | +53.4% | +55.4% |
| YTD | +111.3% | +156.1% | -44.8% | +54.8% |
| 1Y | +117.5% | +141.3% | -23.8% | +61.5% |
| 3Y | +238.1% | +223.4% | +14.6% | +117.5% |
| 5Y | +292.4% | +67.4% | +225.0% | +161.8% |
| All | +292.4% | +66.2% | +226.2% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling