+32.9%
PFE vs HAL
+1.7%
+31.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -2.7% | +0.5% | -3.1% | -2.7% |
| 30D | +3.8% | +15.9% | -12.1% | +2.1% |
| 3M | +10.4% | -8.7% | +19.1% | +11.3% |
| 6M | +6.3% | +9.0% | -2.8% | +4.8% |
| YTD | +17.4% | +32.0% | -14.6% | +13.2% |
| 1Y | +21.1% | +72.5% | -51.3% | +13.1% |
| 3Y | -1.6% | -4.5% | +2.9% | -3.2% |
| 5Y | -22.2% | +109.7% | -131.8% | -31.9% |
| 10Y | +32.9% | +1.2% | +31.7% | +14.4% |
| All | +32.9% | +1.7% | +31.2% | +14.4% |
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