+368.9%
PEP vs HBM
+471.0%
-102.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.4% |
| 7D | +4.6% | +2.4% | +2.2% | +4.5% |
| 30D | +14.0% | -16.0% | +30.0% | +14.8% |
| 3M | +5.4% | -21.3% | +26.7% | +6.3% |
| 6M | -5.1% | -12.2% | +7.1% | -5.2% |
| YTD | +3.1% | +10.7% | -7.6% | +1.5% |
| 1Y | +4.8% | +30.3% | -25.5% | +2.2% |
| 3Y | -4.1% | +432.2% | -436.4% | -14.8% |
| 5Y | +3.0% | +218.8% | -215.8% | -7.4% |
| 10Y | +89.6% | +281.4% | -191.8% | +56.2% |
| All | +368.9% | +471.0% | -102.1% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling