+75.8%
PEP vs HWM
+1,494.1%
-1,418.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -1.2% |
| 30D | +0.2% | -11.0% | +11.2% | +1.5% |
| 3M | -1.1% | +4.0% | -5.2% | -1.8% |
| 6M | -13.5% | -0.2% | -13.3% | -13.9% |
| YTD | -1.2% | +26.7% | -27.8% | -4.5% |
| 1Y | -1.6% | +44.7% | -46.3% | -6.6% |
| 3Y | -12.5% | +426.1% | -438.6% | -31.7% |
| 5Y | +3.0% | +738.5% | -735.5% | -25.6% |
| All | +75.8% | +1,494.1% | -1,418.3% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling