+540.2%
HPE vs PEP
+75.7%
+464.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.5% |
| 7D | +13.6% | -1.7% | +15.3% | +14.2% |
| 30D | +7.7% | +0.3% | +7.4% | +7.5% |
| 3M | +22.4% | -3.2% | +25.6% | +22.8% |
| 6M | +172.6% | -13.6% | +186.2% | +183.7% |
| YTD | +147.5% | -1.9% | +149.4% | +144.9% |
| 1Y | +151.8% | -0.6% | +152.4% | +146.6% |
| 3Y | +267.1% | -13.6% | +280.6% | +272.9% |
| 5Y | +362.8% | +3.2% | +359.5% | +324.7% |
| 10Y | +540.2% | +79.1% | +461.1% | +366.8% |
| All | +540.2% | +75.7% | +464.4% | +366.8% |
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