+495.9%
HPE vs PCAR
+357.6%
+138.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +8.9% |
| 7D | +10.1% | 0.0% | +10.1% | +10.0% |
| 30D | +5.3% | -7.7% | +13.0% | +10.9% |
| 3M | +12.7% | +3.7% | +9.0% | +9.1% |
| 6M | +167.7% | +2.3% | +165.4% | +161.0% |
| YTD | +135.5% | +12.8% | +122.7% | +114.7% |
| 1Y | +143.4% | +27.8% | +115.6% | +102.6% |
| 3Y | +249.2% | +61.8% | +187.4% | +137.0% |
| 5Y | +343.8% | +168.2% | +175.6% | +106.2% |
| 10Y | +495.9% | +359.1% | +136.8% | +103.8% |
| All | +495.9% | +357.6% | +138.3% | +103.8% |
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