-11.9%
PEP vs HAL
-0.7%
-11.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | +2.9% | -4.3% | -1.5% |
| 30D | +0.2% | +17.0% | -16.8% | -0.2% |
| 3M | -1.1% | -9.7% | +8.5% | -0.7% |
| 6M | -13.5% | +8.6% | -22.1% | -13.8% |
| YTD | -1.2% | +33.0% | -34.2% | -2.3% |
| 1Y | -1.6% | +68.3% | -69.9% | -3.7% |
| All | -11.9% | -0.7% | -11.3% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling