+3.3%
PEP vs HWM
+507.1%
-503.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.5% |
| 7D | +6.7% | -2.4% | +9.1% | +6.7% |
| 30D | +13.5% | -13.3% | +26.8% | +14.2% |
| 3M | +3.9% | -31.0% | +35.0% | +5.8% |
| 6M | -6.0% | -17.1% | +11.2% | -5.6% |
| YTD | +2.5% | -1.9% | +4.3% | +1.5% |
| 1Y | +3.9% | -2.4% | +6.4% | +2.9% |
| 3Y | -4.7% | +322.2% | -326.8% | -23.8% |
| All | +3.3% | +507.1% | -503.8% | -24.0% |
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 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