+225.0%
HPE vs PCAR
+68.2%
+156.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.6% |
| 7D | -0.6% | -0.5% | -0.1% | -0.3% |
| 30D | -2.3% | -6.2% | +3.9% | +1.2% |
| 3M | -2.9% | +5.9% | -8.8% | -6.3% |
| 6M | +143.6% | +0.4% | +143.2% | +140.9% |
| YTD | +118.5% | +14.8% | +103.7% | +101.1% |
| 1Y | +129.2% | +30.1% | +99.1% | +96.2% |
| All | +225.0% | +68.2% | +156.8% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling