+76.9%
PEP vs HWM
+1,323.5%
-1,246.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.7% | +11.3% | +1.8% |
| 7D | +0.1% | -9.2% | +9.3% | +1.1% |
| 30D | +0.7% | -17.9% | +18.5% | +2.7% |
| 3M | -0.5% | -6.0% | +5.5% | -0.2% |
| 6M | -11.3% | -7.4% | -4.0% | -11.1% |
| YTD | -0.6% | +13.1% | -13.7% | -2.8% |
| 1Y | +1.7% | +29.3% | -27.6% | -2.4% |
| 3Y | -12.5% | +389.9% | -402.4% | -31.2% |
| 5Y | +3.9% | +655.5% | -651.6% | -24.1% |
| All | +76.9% | +1,323.5% | -1,246.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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