+232.1%
HPE vs PCAR
+101.4%
+130.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.7% |
| 7D | -18.7% | +0.1% | -18.8% | -18.9% |
| 30D | -37.9% | -4.6% | -33.3% | -36.6% |
| 3M | -14.4% | -22.6% | +8.2% | -1.3% |
| 6M | +48.2% | -12.0% | +60.2% | +56.9% |
| YTD | +88.6% | -6.1% | +94.7% | +91.2% |
| 1Y | +94.8% | +6.3% | +88.5% | +82.4% |
| 3Y | +202.7% | +31.8% | +170.9% | +130.1% |
| All | +232.1% | +101.4% | +130.7% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling