-13.8%
PEP vs HCA
+50.3%
-64.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.1% | -2.8% | +2.9% | +0.6% |
| 30D | +0.7% | -2.7% | +3.4% | +1.1% |
| 3M | -0.5% | +11.5% | -12.0% | -2.4% |
| 6M | -11.3% | -24.3% | +13.0% | -7.8% |
| YTD | -0.6% | -13.6% | +13.0% | +1.1% |
| 1Y | +1.7% | -3.2% | +4.9% | +1.1% |
| All | -13.8% | +50.3% | -64.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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