+276.2%
HPE vs PCAR
+114.3%
+161.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | +7.9% | +4.9% | +2.9% | +5.0% |
| 30D | -23.5% | -1.4% | -22.1% | -23.1% |
| 3M | -19.1% | -18.1% | -0.9% | -9.5% |
| 6M | +51.4% | -4.0% | +55.4% | +52.4% |
| YTD | +103.4% | -1.5% | +104.9% | +100.8% |
| 1Y | +114.4% | +13.2% | +101.2% | +93.6% |
| 3Y | +224.7% | +35.8% | +188.9% | +143.6% |
| All | +276.2% | +114.3% | +161.9% | +93.3% |
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 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