+124.4%
HPQ vs PENG
+755.0%
-630.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -0.5% | +7.8% | -8.3% | -1.9% |
| 30D | +3.7% | -12.2% | +15.9% | +5.9% |
| 3M | +24.3% | -20.6% | +44.9% | +25.7% |
| 6M | +64.8% | +180.9% | -116.2% | +25.3% |
| YTD | +43.9% | +162.3% | -118.4% | +10.5% |
| 1Y | +11.7% | +107.3% | -95.6% | -10.8% |
| 3Y | +19.7% | +110.8% | -91.1% | -12.4% |
| 5Y | +32.2% | +117.8% | -85.6% | -7.1% |
| All | +124.4% | +755.0% | -630.6% | +38.3% |
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