+75.7%
PEP vs HL
+278.2%
-202.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.1% |
| 7D | -1.4% | -5.6% | +4.2% | -1.1% |
| 30D | -0.2% | +12.7% | -13.0% | -0.8% |
| 3M | -4.3% | +42.5% | -46.8% | -5.9% |
| 6M | -13.2% | -9.0% | -4.2% | -13.2% |
| YTD | -1.9% | +4.4% | -6.3% | -2.9% |
| 1Y | -0.3% | +82.7% | -83.0% | -4.4% |
| 3Y | -13.6% | +406.3% | -419.9% | -23.2% |
| 5Y | +3.4% | +238.2% | -234.8% | -7.6% |
| All | +75.7% | +278.2% | -202.5% | +43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling