+343.8%
HPE vs PEP
+5.3%
+338.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.2% | +7.7% |
| 7D | +10.1% | +0.1% | +10.0% | +10.1% |
| 30D | +5.3% | +0.7% | +4.6% | +5.3% |
| 3M | +12.7% | -0.5% | +13.2% | +12.6% |
| 6M | +167.7% | -11.3% | +179.0% | +171.1% |
| YTD | +135.5% | -0.6% | +136.1% | +134.2% |
| 1Y | +143.4% | +1.7% | +141.7% | +140.4% |
| 3Y | +249.2% | -12.5% | +261.6% | +253.1% |
| 5Y | +343.8% | +3.9% | +340.0% | +327.7% |
| All | +343.8% | +5.3% | +338.6% | +327.7% |
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