+105.3%
HPQ vs PENG
+661.7%
-556.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.0% | -2.4% |
| 7D | -0.6% | -3.8% | +3.2% | -1.2% |
| 30D | -6.5% | -40.1% | +33.6% | +0.9% |
| 3M | -5.1% | -21.8% | +16.7% | -3.7% |
| 6M | +27.3% | +3.3% | +24.0% | +16.8% |
| YTD | +31.7% | +133.6% | -102.0% | +0.4% |
| 1Y | +13.0% | +110.7% | -97.7% | -12.3% |
| 3Y | +18.3% | +204.3% | -186.0% | -19.4% |
| 5Y | +7.4% | +54.4% | -47.0% | -21.5% |
| All | +105.3% | +661.7% | -556.3% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling