+18.7%
HPQ vs PENG
+118.5%
-99.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +1.6% |
| 7D | +6.9% | +4.5% | +2.4% | +6.5% |
| 30D | +14.4% | -7.1% | +21.6% | +15.0% |
| 3M | +25.6% | -27.3% | +52.9% | +28.4% |
| 6M | +75.0% | +169.6% | -94.5% | +40.2% |
| YTD | +50.7% | +164.6% | -113.9% | +20.9% |
| 1Y | +18.7% | +109.5% | -90.8% | -6.5% |
| All | +18.7% | +118.5% | -99.8% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling