+136.0%
PENG vs HRB
+11.2%
+124.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.3% | +10.3% |
| 7D | +1.9% | -8.1% | +10.0% | -1.4% |
| 30D | -37.8% | +15.0% | -52.8% | -33.6% |
| 3M | -14.1% | +10.2% | -24.3% | -9.0% |
| 6M | +13.1% | +44.2% | -31.1% | +29.3% |
| YTD | +151.8% | +21.0% | +130.8% | +192.6% |
| 1Y | +136.0% | +12.0% | +124.0% | +179.6% |
| All | +136.0% | +11.2% | +124.8% | +179.6% |
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