+89.6%
PEP vs HIG
+268.7%
-179.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | +4.6% | +2.1% | +2.5% | +4.1% |
| 30D | +14.0% | +6.7% | +7.3% | +12.3% |
| 3M | +5.4% | -1.9% | +7.3% | +5.8% |
| 6M | -5.1% | +5.3% | -10.5% | -6.4% |
| YTD | +3.1% | +1.3% | +1.8% | +2.6% |
| 1Y | +4.8% | +7.2% | -2.4% | +2.8% |
| 3Y | -4.1% | +96.6% | -100.8% | -18.8% |
| 5Y | +3.0% | +110.0% | -107.0% | -15.0% |
| 10Y | +89.6% | +268.4% | -178.8% | +50.5% |
| All | +89.6% | +268.7% | -179.1% | +50.5% |
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