+25.1%
HPQ vs PEG
+32.2%
-7.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +9.7% | -1.7% | +11.5% | +10.1% |
| 3M | +32.7% | -6.8% | +39.5% | +34.5% |
| 6M | +77.7% | -11.4% | +89.1% | +82.1% |
| YTD | +51.0% | -7.2% | +58.2% | +52.4% |
| 1Y | +18.4% | -6.1% | +24.5% | +18.8% |
| All | +25.1% | +32.2% | -7.1% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling