-23.8%
PFE vs HAL
+58.8%
-82.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | -1.7% | +6.1% | -7.8% | -2.1% |
| 30D | +0.3% | +2.9% | -2.5% | +0.1% |
| 3M | +9.4% | +3.3% | +6.0% | +9.0% |
| 6M | +14.9% | -16.9% | +31.8% | +16.2% |
| YTD | +23.8% | +21.2% | +2.6% | +21.3% |
| 1Y | +19.5% | +27.5% | -8.0% | +16.6% |
| 3Y | +21.0% | -6.4% | +27.5% | +17.9% |
| All | -23.8% | +58.8% | -82.6% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling