+390.2%
HPE vs PEP
+90.5%
+299.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +0.3% | +1.1% | -0.7% | 0.0% |
| 30D | -28.6% | +13.6% | -42.2% | -31.2% |
| 3M | -7.4% | +5.1% | -12.5% | -9.0% |
| 6M | +63.7% | -1.6% | +65.3% | +62.9% |
| YTD | +111.7% | +3.3% | +108.4% | +105.8% |
| 1Y | +123.5% | +3.2% | +120.3% | +117.0% |
| 3Y | +238.7% | -3.9% | +242.6% | +228.9% |
| 5Y | +261.0% | +4.0% | +257.0% | +233.4% |
| 10Y | +390.2% | +90.1% | +300.1% | +263.2% |
| All | +390.2% | +90.5% | +299.7% | +263.2% |
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