+75.0%
PEP vs HD
+207.4%
-132.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.4% | -2.1% | +0.7% | -0.6% |
| 30D | +0.2% | -8.4% | +8.6% | +3.5% |
| 3M | -1.1% | +4.3% | -5.5% | -3.0% |
| 6M | -13.5% | -11.1% | -2.4% | -10.0% |
| YTD | -1.2% | -4.7% | +3.5% | -0.1% |
| 1Y | -1.6% | -19.8% | +18.3% | +6.1% |
| 3Y | -12.5% | +4.1% | -16.6% | -16.5% |
| 5Y | +3.0% | +10.3% | -7.3% | -7.0% |
| All | +75.0% | +207.4% | -132.4% | +10.0% |
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