+106.9%
HPQ vs PENG
+597.2%
-490.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.4% | -15.7% | -5.6% |
| 7D | -1.1% | -19.4% | +18.3% | +1.7% |
| 30D | -11.7% | -42.4% | +30.7% | -4.2% |
| 3M | +2.0% | -25.6% | +27.6% | +4.5% |
| 6M | +35.9% | +7.3% | +28.6% | +23.5% |
| YTD | +32.7% | +113.9% | -81.2% | +2.9% |
| 1Y | +14.3% | +93.6% | -79.3% | -9.8% |
| 3Y | +17.8% | +170.2% | -152.4% | -17.8% |
| 5Y | +7.6% | +44.2% | -36.6% | -20.3% |
| All | +106.9% | +597.2% | -490.3% | +28.8% |
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