+123.5%
HPE vs PEP
+4.5%
+119.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +5.0% |
| 7D | +0.3% | +1.1% | -0.7% | +1.1% |
| 30D | -28.6% | +13.6% | -42.2% | -21.1% |
| 3M | -7.4% | +5.1% | -12.5% | -1.9% |
| 6M | +63.7% | -1.6% | +65.3% | +71.4% |
| YTD | +111.7% | +3.3% | +108.4% | +126.4% |
| 1Y | +123.5% | +3.2% | +120.3% | +139.5% |
| All | +123.5% | +4.5% | +119.0% | +139.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling