+3,159.9%
PEP vs HL
+62.0%
+3,098.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | -1.4% | +1.5% | -2.9% | -1.4% |
| 30D | +0.2% | +25.1% | -24.8% | -0.3% |
| 3M | -1.1% | +22.9% | -24.0% | -1.7% |
| 6M | -13.5% | -4.9% | -8.6% | -13.6% |
| YTD | -1.2% | +7.8% | -9.0% | -1.8% |
| 1Y | -1.6% | +133.9% | -135.4% | -4.1% |
| 3Y | -12.5% | +380.9% | -393.4% | -16.9% |
| 5Y | +3.0% | +230.2% | -227.2% | -1.9% |
| 10Y | +73.9% | +265.6% | -191.6% | +61.1% |
| All | +3,159.9% | +62.0% | +3,098.0% | +2,805.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling