+621.7%
HPE vs PEP
+93.6%
+528.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -0.6% | -1.4% | +0.8% | -0.1% |
| 30D | -2.3% | +0.2% | -2.5% | -2.4% |
| 3M | -2.9% | -1.1% | -1.7% | -3.3% |
| 6M | +143.6% | -13.5% | +157.0% | +154.2% |
| YTD | +118.5% | -1.2% | +119.7% | +115.6% |
| 1Y | +129.2% | -1.6% | +130.8% | +125.2% |
| 3Y | +212.5% | -12.5% | +225.0% | +215.9% |
| 5Y | +286.9% | +3.0% | +283.9% | +254.0% |
| 10Y | +432.3% | +73.9% | +358.4% | +259.5% |
| All | +621.7% | +93.6% | +528.1% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling