+3,280.3%
PEP vs HAL
+500.8%
+2,779.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | +6.7% | -11.1% | +17.8% | +7.9% |
| 30D | +13.5% | -2.4% | +16.0% | +13.7% |
| 3M | +3.9% | +0.8% | +3.2% | +3.7% |
| 6M | -6.0% | -22.8% | +16.8% | -3.8% |
| YTD | +2.5% | +14.5% | -12.0% | +0.4% |
| 1Y | +3.9% | +20.2% | -16.2% | +1.3% |
| 3Y | -4.7% | -15.2% | +10.5% | -4.9% |
| 5Y | +1.1% | +42.5% | -41.4% | -6.7% |
| 10Y | +83.8% | -16.5% | +100.3% | +65.6% |
| All | +3,280.3% | +500.8% | +2,779.4% | +1,945.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling