+93.6%
PENG vs HRB
+9.5%
+84.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -4.2% | +16.6% | +10.6% |
| 7D | -19.4% | +2.7% | -22.1% | -18.4% |
| 30D | -42.4% | +22.1% | -64.5% | -37.2% |
| 3M | -25.6% | +15.7% | -41.4% | -19.8% |
| 6M | +7.3% | +83.3% | -76.1% | +25.8% |
| YTD | +113.9% | +25.0% | +88.8% | +145.6% |
| 1Y | +93.6% | +6.9% | +86.6% | +125.1% |
| All | +93.6% | +9.5% | +84.1% | +125.1% |
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