+243.8%
HPQ vs PEG
+148.0%
+95.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.5% |
| 7D | +9.8% | -0.9% | +10.6% | +10.1% |
| 30D | +22.4% | -3.7% | +26.1% | +24.4% |
| 3M | +45.2% | -7.3% | +52.4% | +50.0% |
| 6M | +96.4% | -10.5% | +106.9% | +105.1% |
| YTD | +65.4% | -7.5% | +72.9% | +69.5% |
| 1Y | +31.6% | -8.7% | +40.3% | +35.3% |
| 3Y | +37.0% | +31.4% | +5.7% | +13.8% |
| 5Y | +53.0% | +37.8% | +15.2% | +21.5% |
| All | +243.8% | +148.0% | +95.8% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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