+3,344.9%
PEP vs HL
+2.6%
+3,342.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.3% |
| 7D | +2.9% | -11.1% | +14.0% | +3.1% |
| 30D | +12.5% | -12.1% | +24.6% | +12.8% |
| 3M | +4.5% | -26.1% | +30.6% | +5.1% |
| 6M | -0.5% | -37.7% | +37.3% | +0.3% |
| YTD | +4.4% | -31.7% | +36.1% | +4.7% |
| 1Y | +4.4% | -11.6% | +16.0% | +4.0% |
| 3Y | -3.4% | +249.6% | -253.0% | -7.6% |
| 5Y | +5.2% | +108.5% | -103.4% | +1.1% |
| 10Y | +92.1% | +127.0% | -34.8% | +79.7% |
| All | +3,344.9% | +2.6% | +3,342.3% | +2,997.6% |
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