+370.3%
HPE vs PEP
+92.7%
+277.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -6.0% | -4.3% |
| 7D | +7.9% | +2.9% | +5.0% | +7.1% |
| 30D | -23.5% | +12.5% | -36.0% | -26.1% |
| 3M | -19.1% | +4.5% | -23.6% | -20.4% |
| 6M | +51.4% | -0.5% | +51.9% | +50.3% |
| YTD | +103.4% | +4.4% | +99.0% | +97.2% |
| 1Y | +114.4% | +4.4% | +110.0% | +107.6% |
| 3Y | +224.7% | -3.4% | +228.1% | +215.2% |
| 5Y | +277.8% | +5.2% | +272.6% | +247.7% |
| All | +370.3% | +92.7% | +277.5% | +247.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling