-4.8%
PEP vs HAS
+204.3%
-209.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +1.0% | +2.2% | -1.1% | +0.8% |
| 30D | +12.6% | +29.6% | -16.9% | +9.5% |
| 3M | +3.1% | +30.3% | -27.1% | +0.2% |
| 6M | -6.3% | +25.6% | -31.9% | -8.7% |
| YTD | +1.9% | +50.8% | -49.0% | -2.7% |
| 1Y | +3.3% | +63.0% | -59.7% | -2.2% |
| 3Y | -4.8% | +211.6% | -216.4% | -15.0% |
| All | -4.8% | +204.3% | -209.1% | -15.0% |
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