+135.0%
HPQ vs PENG
+762.7%
-627.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +1.0% |
| 7D | +6.9% | +4.5% | +2.4% | +6.0% |
| 30D | +14.4% | -7.1% | +21.6% | +15.6% |
| 3M | +25.6% | -27.3% | +52.9% | +28.9% |
| 6M | +75.0% | +169.6% | -94.5% | +34.3% |
| YTD | +50.7% | +164.6% | -113.9% | +15.5% |
| 1Y | +18.7% | +109.5% | -90.8% | -5.4% |
| 3Y | +21.5% | +98.9% | -77.4% | -9.9% |
| 5Y | +31.6% | +116.3% | -84.7% | -7.5% |
| All | +135.0% | +762.7% | -627.7% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling