+124.7%
PENG vs HRB
+16.9%
+107.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.4% | -13.5% | -7.3% |
| 7D | -20.5% | +16.0% | -36.5% | -15.3% |
| 30D | -20.4% | +32.1% | -52.4% | -10.8% |
| 3M | -16.4% | +21.5% | -37.9% | -8.1% |
| 6M | +49.2% | +82.1% | -32.9% | +78.1% |
| YTD | +147.2% | +31.6% | +115.6% | +190.1% |
| 1Y | +124.7% | +15.9% | +108.8% | +166.4% |
| All | +124.7% | +16.9% | +107.8% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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