+370.3%
HPE vs PBF
+260.7%
+109.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | +7.9% | +6.5% | +1.4% | +6.5% |
| 30D | -23.5% | -20.0% | -3.5% | -20.0% |
| 3M | -19.1% | -3.3% | -15.7% | -19.0% |
| 6M | +51.4% | +76.8% | -25.4% | +32.6% |
| YTD | +103.4% | +168.9% | -65.5% | +59.3% |
| 1Y | +114.4% | +96.4% | +18.0% | +78.9% |
| 3Y | +224.7% | +77.2% | +147.5% | +161.5% |
| 5Y | +277.8% | +417.7% | -140.0% | +119.4% |
| All | +370.3% | +260.7% | +109.5% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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