+17.6%
HPQ vs PENG
+227.7%
-210.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -1.9% | +34.6% | -36.5% | -6.1% |
| 30D | -5.7% | -35.9% | +30.2% | -0.6% |
| 3M | -0.4% | -14.7% | +14.3% | -0.5% |
| 6M | +40.0% | +13.5% | +26.5% | +26.2% |
| YTD | +34.6% | +156.1% | -121.5% | +0.6% |
| 1Y | +20.4% | +141.3% | -120.9% | -9.1% |
| All | +17.6% | +227.7% | -210.0% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling