+2.5%
PEP vs HAL
+20.4%
-17.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | +2.6% | -2.9% | -0.2% |
| 30D | +11.8% | -0.1% | +11.8% | +11.6% |
| 3M | +3.7% | -1.1% | +4.8% | +3.5% |
| 6M | -4.3% | -20.7% | +16.4% | -3.6% |
| YTD | +2.1% | +17.5% | -15.4% | +1.4% |
| 1Y | +2.5% | +24.1% | -21.6% | +1.5% |
| All | +2.5% | +20.4% | -17.8% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling