+3.2%
PEP vs HCA
+73.0%
-69.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -2.2% |
| 7D | -1.7% | +4.9% | -6.6% | -2.6% |
| 30D | +0.3% | +1.9% | -1.6% | -0.1% |
| 3M | -3.2% | +12.7% | -16.0% | -5.5% |
| 6M | -13.6% | -22.3% | +8.8% | -10.1% |
| YTD | -1.9% | -9.3% | +7.5% | -0.8% |
| 1Y | -0.6% | +2.7% | -3.3% | -2.1% |
| 3Y | -13.6% | +57.8% | -71.4% | -22.2% |
| 5Y | +3.2% | +70.3% | -67.1% | -11.7% |
| All | +3.2% | +73.0% | -69.8% | -11.7% |
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