+3,247.8%
PEP vs HD
+34,230.8%
-30,983.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.5% |
| 7D | +2.9% | +4.3% | -1.4% | +1.8% |
| 30D | +14.2% | +20.2% | -6.0% | +8.8% |
| 3M | +3.2% | -1.0% | +4.2% | +3.3% |
| 6M | -7.4% | +7.9% | -15.4% | -9.5% |
| YTD | +1.5% | +2.0% | -0.5% | +0.4% |
| 1Y | +3.9% | -4.3% | +8.2% | +4.4% |
| 3Y | -5.5% | +25.9% | -31.4% | -12.6% |
| 5Y | +0.1% | +5.8% | -5.7% | -4.3% |
| 10Y | +82.1% | +262.5% | -180.4% | +26.0% |
| All | +3,247.8% | +34,230.8% | -30,983.0% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling