+49.6%
PFE vs HAL
-18.5%
+68.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.7% | -7.9% | +3.2% | -3.9% |
| 30D | +3.4% | -2.1% | +5.4% | +3.5% |
| 3M | +9.2% | +0.4% | +8.8% | +9.0% |
| 6M | +15.8% | -19.2% | +35.1% | +18.1% |
| YTD | +23.4% | +14.4% | +9.1% | +20.8% |
| 1Y | +25.8% | +18.0% | +7.8% | +22.6% |
| 3Y | +17.8% | -9.7% | +27.5% | +16.6% |
| 5Y | -20.2% | +40.1% | -60.3% | -26.5% |
| 10Y | +49.6% | -19.1% | +68.7% | +32.7% |
| All | +49.6% | -18.5% | +68.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling