+3,159.9%
PEP vs PH
+25,185.5%
-22,025.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | -3.1% | +1.7% | -0.8% |
| 30D | +0.2% | -3.2% | +3.5% | +0.8% |
| 3M | -1.1% | +10.6% | -11.7% | -3.3% |
| 6M | -13.5% | -2.1% | -11.3% | -13.6% |
| YTD | -1.2% | +10.2% | -11.4% | -3.7% |
| 1Y | -1.6% | +28.2% | -29.8% | -7.1% |
| 3Y | -12.5% | +134.9% | -147.4% | -28.5% |
| 5Y | +3.0% | +253.6% | -250.6% | -23.8% |
| 10Y | +73.9% | +804.7% | -730.8% | +1.3% |
| All | +3,159.9% | +25,185.5% | -22,025.6% | +657.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling