+3.3%
PEP vs HAL
+41.8%
-38.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | +6.7% | -11.1% | +17.8% | +7.0% |
| 30D | +13.5% | -2.4% | +16.0% | +13.6% |
| 3M | +3.9% | +0.8% | +3.2% | +3.8% |
| 6M | -6.0% | -22.8% | +16.8% | -5.2% |
| YTD | +2.5% | +14.5% | -12.0% | +1.6% |
| 1Y | +3.9% | +20.2% | -16.2% | +2.9% |
| 3Y | -4.7% | -15.2% | +10.5% | -5.2% |
| All | +3.3% | +41.8% | -38.5% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling