+0.7%
PFE vs HAL
-2.7%
+3.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | +1.8% | +2.9% | -1.2% | +1.5% |
| 30D | +10.2% | +17.0% | -6.8% | +8.6% |
| 3M | +12.7% | -9.7% | +22.3% | +13.7% |
| 6M | +10.5% | +8.6% | +1.9% | +9.0% |
| YTD | +20.2% | +33.0% | -12.8% | +15.6% |
| 1Y | +24.1% | +68.3% | -44.3% | +16.0% |
| All | +0.7% | -2.7% | +3.3% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling