+223.1%
HPE vs PEP
-4.3%
+227.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +1.3% |
| 7D | -9.7% | +4.6% | -14.4% | -8.2% |
| 30D | -34.8% | +14.0% | -48.8% | -31.6% |
| 3M | -12.1% | +5.4% | -17.5% | -9.7% |
| 6M | +53.7% | -5.1% | +58.9% | +56.3% |
| YTD | +101.9% | +3.1% | +98.8% | +107.7% |
| 1Y | +104.3% | +4.8% | +99.6% | +110.6% |
| 3Y | +223.1% | -4.1% | +227.2% | +215.2% |
| All | +223.1% | -4.3% | +227.4% | +215.2% |
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 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