-12.5%
PEP vs HL
+411.0%
-423.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +0.1% | +7.1% | -7.0% | +0.2% |
| 30D | +0.7% | +21.4% | -20.8% | +0.9% |
| 3M | -0.5% | +37.4% | -38.0% | 0.0% |
| 6M | -11.3% | +0.4% | -11.7% | -11.0% |
| YTD | -0.6% | +6.7% | -7.3% | -0.3% |
| 1Y | +1.7% | +102.4% | -100.7% | +2.2% |
| 3Y | -12.5% | +417.4% | -429.9% | -15.8% |
| All | -12.5% | +411.0% | -423.5% | -15.8% |
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