+1.1%
PEP vs HAS
+19.7%
-18.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.4% | -1.8% | +0.4% | -1.3% |
| 30D | +0.2% | +2.3% | -2.0% | +0.1% |
| 3M | -1.1% | +10.4% | -11.5% | -1.6% |
| 6M | -13.5% | -3.2% | -10.2% | -13.5% |
| YTD | -1.2% | +15.4% | -16.6% | +0.4% |
| All | +1.1% | +19.7% | -18.7% | +5.7% |
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