+3,247.8%
PEP vs HAL
+499.3%
+2,748.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +2.9% | -12.0% | +14.9% | +4.2% |
| 30D | +14.2% | +0.3% | +13.9% | +14.1% |
| 3M | +3.2% | -1.6% | +4.8% | +3.2% |
| 6M | -7.4% | -20.5% | +13.0% | -5.6% |
| YTD | +1.5% | +14.2% | -12.7% | -0.5% |
| 1Y | +3.9% | +18.9% | -15.0% | +1.4% |
| 3Y | -5.5% | -13.7% | +8.2% | -5.9% |
| 5Y | +0.1% | +42.2% | -42.0% | -7.6% |
| 10Y | +82.1% | -16.7% | +98.8% | +64.0% |
| All | +3,247.8% | +499.3% | +2,748.5% | +1,926.5% |
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 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