+522.0%
PENG vs HRB
+195.2%
+326.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -4.2% | +16.6% | +13.2% |
| 7D | -19.4% | +2.7% | -22.1% | -20.0% |
| 30D | -42.4% | +22.1% | -64.5% | -45.4% |
| 3M | -25.6% | +15.7% | -41.4% | -29.1% |
| 6M | +7.3% | +83.3% | -76.1% | -12.7% |
| YTD | +113.9% | +25.0% | +88.8% | +94.3% |
| 1Y | +93.6% | +6.9% | +86.6% | +84.8% |
| 3Y | +170.2% | +39.0% | +131.2% | +126.9% |
| 5Y | +44.2% | +146.4% | -102.2% | -4.4% |
| All | +522.0% | +195.2% | +326.8% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling