+18.1%
HPQ vs PENG
+103.2%
-85.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | +0.5% | -16.1% | +16.6% | +1.6% |
| 30D | -5.9% | -41.5% | +35.6% | -2.0% |
| 3M | -3.7% | -19.1% | +15.4% | -3.6% |
| 6M | +28.1% | +0.9% | +27.1% | +17.0% |
| YTD | +32.5% | +128.2% | -95.7% | +3.5% |
| 1Y | +18.1% | +98.6% | -80.5% | -6.0% |
| All | +18.1% | +103.2% | -85.1% | -6.0% |
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