+390.2%
HPE vs PCAR
+290.1%
+100.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +3.3% |
| 7D | +0.3% | +2.2% | -1.9% | -0.9% |
| 30D | -28.6% | +0.3% | -28.9% | -29.0% |
| 3M | -7.4% | -17.9% | +10.6% | +4.5% |
| 6M | +63.7% | -3.4% | +67.1% | +64.4% |
| YTD | +111.7% | -0.1% | +111.8% | +107.0% |
| 1Y | +123.5% | +13.4% | +110.1% | +100.1% |
| 3Y | +238.7% | +37.2% | +201.5% | +154.1% |
| 5Y | +261.0% | +117.3% | +143.7% | +90.8% |
| 10Y | +390.2% | +295.0% | +95.2% | +76.5% |
| All | +390.2% | +290.1% | +100.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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