+91.3%
PEP vs HL
+136.8%
-45.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -1.0% |
| 7D | -0.3% | -7.6% | +7.3% | 0.0% |
| 30D | +11.8% | -17.5% | +29.2% | +12.4% |
| 3M | +3.7% | -26.2% | +29.9% | +4.6% |
| 6M | -4.3% | -35.1% | +30.8% | -3.2% |
| YTD | +2.1% | -30.4% | +32.5% | +2.5% |
| 1Y | +2.5% | -14.0% | +16.5% | +1.8% |
| 3Y | -5.0% | +256.3% | -261.3% | -14.3% |
| 5Y | +2.9% | +112.5% | -109.6% | -6.0% |
| All | +91.3% | +136.8% | -45.5% | +55.9% |
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