-4.4%
PEP vs HWM
+355.2%
-359.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | +0.3% |
| 7D | +1.1% | +5.0% | -3.9% | +1.2% |
| 30D | +13.6% | +1.5% | +12.1% | +13.7% |
| 3M | +5.1% | -20.3% | +25.4% | +4.5% |
| 6M | -1.6% | -18.0% | +16.4% | -2.1% |
| YTD | +3.3% | +9.5% | -6.2% | +3.5% |
| 1Y | +3.2% | +7.5% | -4.2% | +3.3% |
| All | -4.4% | +355.2% | -359.6% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling