+4.8%
PEP vs HAS
+63.0%
-58.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +4.6% | +3.3% | +1.4% | +4.2% |
| 30D | +14.0% | +30.5% | -16.5% | +10.8% |
| 3M | +5.4% | +29.9% | -24.5% | +2.4% |
| 6M | -5.1% | +26.5% | -31.7% | -7.5% |
| YTD | +3.1% | +51.9% | -48.8% | +0.6% |
| 1Y | +4.8% | +60.9% | -56.1% | +1.4% |
| All | +4.8% | +63.0% | -58.2% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling