+169.6%
PENG vs HRB
+61.4%
+108.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.0% | +10.4% | +4.5% |
| 7D | +4.5% | -5.7% | +10.2% | +1.7% |
| 30D | -7.1% | +7.9% | -15.0% | -2.5% |
| 3M | -27.3% | +32.1% | -59.4% | -13.0% |
| 6M | +169.6% | +62.2% | +107.3% | +229.1% |
| All | +169.6% | +61.4% | +108.2% | +229.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling