+79.1%
PEP vs HIG
+314.4%
-235.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.4% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.3% | -2.8% | +3.1% | +1.0% |
| 3M | -3.2% | +6.3% | -9.6% | -4.7% |
| 6M | -13.6% | -0.1% | -13.5% | -13.7% |
| YTD | -1.9% | +0.4% | -2.3% | -2.2% |
| 1Y | -0.6% | +6.2% | -6.9% | -2.4% |
| 3Y | -13.6% | +101.6% | -115.2% | -27.2% |
| 5Y | +3.2% | +119.8% | -116.6% | -15.6% |
| 10Y | +79.1% | +311.7% | -232.7% | +34.1% |
| All | +79.1% | +314.4% | -235.3% | +34.1% |
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