+251.4%
HPE vs PEP
-12.7%
+264.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.2% | +7.9% |
| 7D | +10.1% | +0.1% | +10.0% | +10.2% |
| 30D | +5.3% | +0.7% | +4.6% | +5.5% |
| 3M | +12.7% | -0.5% | +13.2% | +13.0% |
| 6M | +167.7% | -11.3% | +179.0% | +166.0% |
| YTD | +135.5% | -0.6% | +136.1% | +136.4% |
| 1Y | +143.4% | +1.7% | +141.7% | +144.7% |
| All | +251.4% | -12.7% | +264.1% | +246.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling