+95.5%
PEP vs HIG
+261.7%
-166.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +2.9% | +2.6% | +0.3% | +2.3% |
| 30D | +12.5% | +4.2% | +8.3% | +11.4% |
| 3M | +4.5% | +0.2% | +4.3% | +4.5% |
| 6M | -0.5% | +4.6% | -5.1% | -1.6% |
| YTD | +4.4% | +1.1% | +3.3% | +3.9% |
| 1Y | +4.4% | +4.7% | -0.3% | +3.0% |
| 3Y | -3.4% | +95.5% | -98.9% | -18.1% |
| 5Y | +5.2% | +111.7% | -106.5% | -13.3% |
| All | +95.5% | +261.7% | -166.2% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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