-12.5%
PEP vs HBM
+521.9%
-534.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | +0.7% |
| 7D | +0.1% | +7.3% | -7.2% | +0.3% |
| 30D | +0.7% | +5.0% | -4.4% | +0.8% |
| 3M | -0.5% | +11.1% | -11.6% | 0.0% |
| 6M | -11.3% | +30.2% | -41.5% | -10.7% |
| YTD | -0.6% | +46.2% | -46.8% | +0.5% |
| 1Y | +1.7% | +120.0% | -118.3% | +3.6% |
| 3Y | -12.5% | +527.3% | -539.7% | -13.5% |
| All | -12.5% | +521.9% | -534.4% | -13.5% |
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