+64.6%
PENG vs HRB
+145.1%
-80.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.3% | +10.3% |
| 7D | +1.9% | -8.1% | +10.0% | +1.8% |
| 30D | -37.8% | +15.0% | -52.8% | -38.0% |
| 3M | -14.1% | +10.2% | -24.3% | -14.4% |
| 6M | +13.1% | +44.2% | -31.1% | +8.8% |
| YTD | +151.8% | +21.0% | +130.8% | +151.4% |
| 1Y | +136.0% | +12.0% | +124.0% | +139.8% |
| 3Y | +217.9% | +24.9% | +193.0% | +201.8% |
| All | +64.6% | +145.1% | -80.6% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling