-4.8%
PEP vs HBM
+424.7%
-429.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.6% | +0.7% |
| 7D | +1.0% | +5.0% | -4.0% | +1.2% |
| 30D | +12.6% | -12.7% | +25.4% | +12.2% |
| 3M | +3.1% | -17.4% | +20.6% | +2.7% |
| 6M | -6.3% | -8.9% | +2.6% | -6.2% |
| YTD | +1.9% | +14.9% | -13.0% | +2.7% |
| 1Y | +3.3% | +41.4% | -38.1% | +4.8% |
| 3Y | -4.8% | +462.1% | -467.0% | -2.3% |
| All | -4.8% | +424.7% | -429.6% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling