+3.9%
PEP vs HIG
+122.5%
-118.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +0.7% | -4.9% | +5.6% | +2.0% |
| 3M | -0.5% | +6.8% | -7.3% | -2.3% |
| 6M | -11.3% | -1.7% | -9.6% | -11.1% |
| YTD | -0.6% | -0.2% | -0.4% | -0.8% |
| 1Y | +1.7% | +5.7% | -4.0% | -0.3% |
| 3Y | -12.5% | +100.3% | -112.8% | -28.1% |
| 5Y | +3.9% | +118.5% | -114.6% | -17.9% |
| All | +3.9% | +122.5% | -118.7% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling