+4.4%
PEP vs HWM
+591.3%
-586.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.3% |
| 7D | +2.9% | +7.3% | -4.4% | +2.6% |
| 30D | +12.5% | +1.6% | +10.9% | +12.3% |
| 3M | +4.5% | -21.9% | +26.4% | +5.7% |
| 6M | -0.5% | -19.0% | +18.6% | +0.4% |
| YTD | +4.4% | +7.9% | -3.5% | +3.0% |
| 1Y | +4.4% | +9.9% | -5.6% | +2.7% |
| 3Y | -3.4% | +342.1% | -345.5% | -22.3% |
| All | +4.4% | +591.3% | -586.8% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling