+3.7%
PEP vs HL
+22.6%
-18.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.2% | -9.4% | +4.0% |
| 7D | +7.4% | +0.2% | +7.2% | +7.3% |
| 30D | +13.3% | -12.1% | +25.5% | +12.9% |
| 3M | +3.5% | -2.8% | +6.3% | +3.5% |
| 6M | -5.9% | -14.9% | +9.0% | -6.0% |
| YTD | +2.3% | -22.0% | +24.3% | +2.1% |
| 1Y | +3.7% | +25.0% | -21.3% | +6.2% |
| All | +3.7% | +22.6% | -18.9% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling