+242.1%
PEP vs HCA
+1,648.5%
-1,406.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -1.4% | -3.1% | +1.7% | -0.9% |
| 30D | +0.2% | -1.1% | +1.4% | +0.4% |
| 3M | -1.1% | +12.2% | -13.3% | -3.1% |
| 6M | -13.5% | -25.3% | +11.9% | -9.7% |
| YTD | -1.2% | -12.9% | +11.8% | +0.6% |
| 1Y | -1.6% | -0.9% | -0.6% | -2.1% |
| 3Y | -12.5% | +47.6% | -60.1% | -19.1% |
| 5Y | +3.0% | +67.0% | -63.9% | -7.9% |
| 10Y | +73.9% | +471.4% | -397.5% | +28.1% |
| All | +242.1% | +1,648.5% | -1,406.5% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling