-11.9%
PEP vs HAS
+44.2%
-56.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.4% | -1.8% | +0.4% | -1.2% |
| 30D | +0.2% | +2.3% | -2.0% | 0.0% |
| 3M | -1.1% | +10.4% | -11.5% | -2.2% |
| 6M | -13.5% | -3.2% | -10.2% | -13.3% |
| YTD | -1.2% | +15.4% | -16.6% | -3.0% |
| 1Y | -1.6% | +18.8% | -20.4% | -3.7% |
| All | -11.9% | +44.2% | -56.1% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling