+76.6%
PEP vs HAL
+1.7%
+74.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.7% | +15.9% | -15.3% | -0.7% |
| 3M | -0.5% | -8.7% | +8.2% | +0.2% |
| 6M | -11.3% | +9.0% | -20.3% | -12.3% |
| YTD | -0.6% | +32.0% | -32.6% | -3.5% |
| 1Y | +1.7% | +72.5% | -70.8% | -4.0% |
| 3Y | -12.5% | -4.5% | -7.9% | -13.5% |
| 5Y | +3.9% | +109.7% | -105.8% | -8.3% |
| 10Y | +76.6% | +1.2% | +75.4% | +35.4% |
| All | +76.6% | +1.7% | +74.9% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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