+81.9%
PEP vs HAS
+102.4%
-20.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +13.5% | +31.3% | -17.8% | +8.4% |
| 3M | +3.9% | +32.1% | -28.2% | -0.9% |
| 6M | -6.0% | +28.1% | -34.1% | -10.1% |
| YTD | +2.5% | +49.1% | -46.6% | -4.8% |
| 1Y | +3.9% | +60.5% | -56.6% | -4.7% |
| 3Y | -4.7% | +183.9% | -188.5% | -22.4% |
| 5Y | +1.1% | +51.2% | -50.1% | -8.5% |
| All | +81.9% | +102.4% | -20.5% | +47.3% |
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