+76.6%
PEP vs PH
+794.6%
-718.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.7% | -10.8% | +11.5% | +2.8% |
| 3M | -0.5% | +8.5% | -9.0% | -2.4% |
| 6M | -11.3% | +3.9% | -15.2% | -12.4% |
| YTD | -0.6% | +9.4% | -10.0% | -3.0% |
| 1Y | +1.7% | +26.8% | -25.1% | -3.9% |
| 3Y | -12.5% | +140.8% | -153.3% | -30.0% |
| 5Y | +3.9% | +253.8% | -249.9% | -26.0% |
| 10Y | +76.6% | +792.3% | -715.8% | -0.9% |
| All | +76.6% | +794.6% | -718.1% | -0.9% |
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