+3,247.8%
PEP vs HAS
+4,652.9%
-1,405.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +14.2% | +31.0% | -16.8% | +9.5% |
| 3M | +3.2% | +30.7% | -27.5% | -1.1% |
| 6M | -7.4% | +23.9% | -31.3% | -10.8% |
| YTD | +1.5% | +48.3% | -46.8% | -5.1% |
| 1Y | +3.9% | +60.2% | -56.3% | -4.1% |
| 3Y | -5.5% | +189.2% | -194.7% | -21.6% |
| 5Y | +0.1% | +50.4% | -50.3% | -9.3% |
| 10Y | +82.1% | +104.2% | -22.1% | +50.9% |
| All | +3,247.8% | +4,652.9% | -1,405.1% | +1,196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling