+3,280.0%
PFE vs HAL
+597.8%
+2,682.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | +1.8% | +2.9% | -1.2% | +1.3% |
| 30D | +10.2% | +17.0% | -6.8% | +7.7% |
| 3M | +12.7% | -9.7% | +22.3% | +14.0% |
| 6M | +10.5% | +8.6% | +1.9% | +8.7% |
| YTD | +20.2% | +33.0% | -12.8% | +14.6% |
| 1Y | +24.1% | +68.3% | -44.3% | +14.1% |
| 3Y | -3.6% | +0.1% | -3.7% | -6.0% |
| 5Y | -20.9% | +102.6% | -123.5% | -32.6% |
| 10Y | +35.8% | +3.8% | +32.0% | +16.6% |
| All | +3,280.0% | +597.8% | +2,682.2% | +1,721.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling