-4.6%
PEP vs HAS
+182.9%
-187.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +13.5% | +31.3% | -17.8% | +10.2% |
| 3M | +3.9% | +32.1% | -28.2% | +0.8% |
| 6M | -6.0% | +28.1% | -34.1% | -8.6% |
| YTD | +2.5% | +49.1% | -46.6% | -2.0% |
| 1Y | +3.9% | +60.5% | -56.6% | -1.4% |
| All | -4.6% | +182.9% | -187.5% | -14.6% |
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