-4.4%
PEP vs HL
+274.9%
-279.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +1.1% | -5.6% | +6.6% | +1.0% |
| 30D | +13.6% | -16.2% | +29.8% | +13.3% |
| 3M | +5.1% | -20.5% | +25.6% | +4.7% |
| 6M | -1.6% | -31.7% | +30.1% | -2.0% |
| YTD | +3.3% | -26.4% | +29.7% | +3.1% |
| 1Y | +3.2% | -4.3% | +7.5% | +3.5% |
| All | -4.4% | +274.9% | -279.3% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling