+298.8%
HPE vs PENG
+115.2%
+183.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.4% | -10.9% | -6.4% |
| 7D | -0.6% | +4.5% | -5.1% | -2.0% |
| 30D | -2.3% | -7.1% | +4.8% | -0.6% |
| 3M | -2.9% | -27.3% | +24.4% | +3.1% |
| 6M | +143.6% | +169.6% | -26.0% | +79.8% |
| YTD | +118.5% | +164.6% | -46.1% | +61.3% |
| 1Y | +129.2% | +109.5% | +19.7% | +77.7% |
| 3Y | +212.5% | +98.9% | +113.6% | +122.8% |
| All | +298.8% | +115.2% | +183.5% | +173.3% |
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