+95.5%
PEP vs HAS
+97.5%
-2.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +2.9% | +1.4% | +1.5% | +2.7% |
| 30D | +12.5% | +26.3% | -13.8% | +8.1% |
| 3M | +4.5% | +25.6% | -21.1% | +0.5% |
| 6M | -0.5% | +30.3% | -30.7% | -5.1% |
| YTD | +4.4% | +50.4% | -45.9% | -3.2% |
| 1Y | +4.4% | +57.7% | -53.4% | -4.1% |
| 3Y | -3.4% | +213.4% | -216.8% | -22.9% |
| 5Y | +5.2% | +49.1% | -43.9% | -4.6% |
| All | +95.5% | +97.5% | -2.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling