-21.5%
PFE vs HAL
+41.5%
-63.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -3.7% | -12.0% | +8.3% | -2.9% |
| 30D | +5.0% | +0.3% | +4.7% | +4.9% |
| 3M | +12.2% | -1.6% | +13.8% | +12.2% |
| 6M | +14.6% | -20.5% | +35.1% | +16.2% |
| YTD | +24.1% | +14.2% | +9.9% | +22.2% |
| 1Y | +26.6% | +18.9% | +7.7% | +24.2% |
| 3Y | +14.3% | -13.7% | +28.0% | +11.9% |
| All | -21.5% | +41.5% | -63.0% | -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 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