+80.3%
PEP vs PH
+778.3%
-698.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.4% |
| 7D | +1.0% | +3.0% | -2.0% | +0.4% |
| 30D | +12.6% | -0.6% | +13.3% | +12.5% |
| 3M | +3.1% | -10.7% | +13.9% | +5.1% |
| 6M | -6.3% | +9.1% | -15.4% | -8.4% |
| YTD | +1.9% | +9.5% | -7.6% | -0.9% |
| 1Y | +3.3% | +14.0% | -10.8% | -0.4% |
| 3Y | -4.8% | +138.9% | -143.7% | -23.8% |
| 5Y | +2.0% | +209.1% | -207.1% | -24.9% |
| 10Y | +80.3% | +737.3% | -657.0% | +7.6% |
| All | +80.3% | +778.3% | -698.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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