+89.6%
PEP vs HAS
+102.6%
-13.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +4.6% | +3.3% | +1.4% | +4.1% |
| 30D | +14.0% | +30.5% | -16.5% | +9.0% |
| 3M | +5.4% | +29.9% | -24.5% | +0.7% |
| 6M | -5.1% | +26.5% | -31.7% | -9.1% |
| YTD | +3.1% | +51.9% | -48.8% | -4.5% |
| 1Y | +4.8% | +60.9% | -56.1% | -4.0% |
| 3Y | -4.1% | +215.0% | -219.1% | -23.5% |
| 5Y | +3.0% | +51.5% | -48.5% | -6.8% |
| 10Y | +89.6% | +102.2% | -12.7% | +53.2% |
| All | +89.6% | +102.6% | -13.0% | +53.2% |
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