+80.3%
PEP vs HD
+272.9%
-192.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.7% |
| 7D | +1.0% | +3.6% | -2.6% | -0.4% |
| 30D | +12.6% | +21.6% | -8.9% | +4.5% |
| 3M | +3.1% | +0.1% | +3.0% | +2.9% |
| 6M | -6.3% | +13.0% | -19.3% | -11.0% |
| YTD | +1.9% | +4.9% | -3.1% | -0.9% |
| 1Y | +3.3% | -2.1% | +5.3% | +3.0% |
| 3Y | -4.8% | +32.6% | -37.4% | -17.8% |
| 5Y | +2.0% | +8.2% | -6.2% | -6.1% |
| 10Y | +80.3% | +257.9% | -177.6% | +11.9% |
| All | +80.3% | +272.9% | -192.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling