+123.5%
HPE vs PCAR
+12.2%
+111.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +3.9% |
| 7D | +0.3% | +2.2% | -1.9% | -0.4% |
| 30D | -28.6% | +0.3% | -28.9% | -28.7% |
| 3M | -7.4% | -17.9% | +10.6% | +1.6% |
| 6M | +63.7% | -3.4% | +67.1% | +62.2% |
| YTD | +111.7% | -0.1% | +111.8% | +108.4% |
| 1Y | +123.5% | +13.4% | +110.1% | +109.9% |
| All | +123.5% | +12.2% | +111.3% | +109.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling