+365.4%
HPE vs PCAR
+326.7%
+38.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.7% | +2.5% | +3.8% |
| 7D | -7.1% | +2.9% | -10.0% | -8.9% |
| 30D | -35.3% | -2.1% | -33.1% | -34.7% |
| 3M | -10.4% | -20.4% | +9.9% | +2.9% |
| 6M | +52.5% | -7.0% | +59.4% | +56.9% |
| YTD | +100.3% | -2.6% | +102.9% | +99.1% |
| 1Y | +106.4% | +9.8% | +96.6% | +88.8% |
| 3Y | +227.4% | +37.3% | +190.1% | +145.4% |
| 5Y | +250.6% | +116.4% | +134.1% | +86.2% |
| 10Y | +365.4% | +293.0% | +72.4% | +77.7% |
| All | +365.4% | +326.7% | +38.7% | +77.7% |
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