+1,033.2%
PEP vs HIG
+974.1%
+59.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +12.6% | +4.5% | +8.2% | +12.2% |
| 3M | +3.1% | -5.5% | +8.6% | +3.7% |
| 6M | -6.3% | +3.1% | -9.4% | -6.6% |
| YTD | +1.9% | -0.8% | +2.7% | +1.9% |
| 1Y | +3.3% | +6.1% | -2.8% | +2.6% |
| 3Y | -4.8% | +94.1% | -99.0% | -10.9% |
| 5Y | +2.0% | +106.4% | -104.4% | -5.3% |
| 10Y | +80.3% | +265.1% | -184.8% | +56.2% |
| All | +1,033.2% | +974.1% | +59.1% | +530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling