+106.6%
HPQ vs PENG
+644.0%
-537.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | +0.5% | -16.1% | +16.6% | +2.7% |
| 30D | -5.9% | -41.5% | +35.6% | +1.9% |
| 3M | -3.7% | -19.1% | +15.4% | -3.0% |
| 6M | +28.1% | +0.9% | +27.1% | +18.0% |
| YTD | +32.5% | +128.2% | -95.7% | +1.5% |
| 1Y | +18.1% | +98.6% | -80.5% | -7.1% |
| 3Y | +16.4% | +188.2% | -171.8% | -19.8% |
| 5Y | +8.9% | +55.5% | -46.6% | -20.5% |
| All | +106.6% | +644.0% | -537.4% | +26.9% |
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