+249.2%
HPE vs PEP
+2.5%
+246.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.9% |
| 7D | -9.7% | +4.6% | -14.4% | -9.5% |
| 30D | -34.8% | +14.0% | -48.8% | -34.5% |
| 3M | -12.1% | +5.4% | -17.5% | -11.6% |
| 6M | +53.7% | -5.1% | +58.9% | +56.1% |
| YTD | +101.9% | +3.1% | +98.8% | +102.0% |
| 1Y | +104.3% | +4.8% | +99.6% | +103.7% |
| 3Y | +223.1% | -4.1% | +227.2% | +219.5% |
| 5Y | +249.2% | +3.0% | +246.2% | +224.1% |
| All | +249.2% | +2.5% | +246.7% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling