+4.4%
PEP vs HCA
+111.8%
-107.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.3% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +12.5% | +6.1% | +6.4% | +11.2% |
| 3M | +4.5% | +21.4% | -16.9% | +0.7% |
| 6M | -0.5% | +17.2% | -17.7% | -3.8% |
| YTD | +4.4% | +7.5% | -3.0% | +2.2% |
| 1Y | +4.4% | +6.2% | -1.8% | +2.2% |
| 3Y | -3.4% | +122.0% | -125.4% | -18.8% |
| All | +4.4% | +111.8% | -107.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling