+79.1%
PEP vs HBM
+625.8%
-546.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -1.7% | +5.5% | -7.2% | -1.9% |
| 30D | +0.3% | +3.3% | -3.0% | +0.1% |
| 3M | -3.2% | +12.7% | -15.9% | -3.8% |
| 6M | -13.6% | +28.2% | -41.8% | -14.8% |
| YTD | -1.9% | +45.3% | -47.2% | -3.9% |
| 1Y | -0.6% | +121.7% | -122.3% | -4.6% |
| 3Y | -13.6% | +523.5% | -537.1% | -22.4% |
| 5Y | +3.2% | +393.9% | -390.7% | -7.8% |
| 10Y | +79.1% | +647.9% | -568.8% | +39.6% |
| All | +79.1% | +625.8% | -546.8% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling