+621.7%
HPE vs PCAR
+437.2%
+184.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.6% |
| 7D | -0.6% | -0.5% | -0.1% | -0.2% |
| 30D | -2.3% | -6.2% | +3.9% | +1.9% |
| 3M | -2.9% | +5.9% | -8.8% | -7.0% |
| 6M | +143.6% | +0.4% | +143.2% | +140.8% |
| YTD | +118.5% | +14.8% | +103.7% | +97.2% |
| 1Y | +129.2% | +30.1% | +99.1% | +88.9% |
| 3Y | +212.5% | +66.7% | +145.9% | +109.0% |
| 5Y | +286.9% | +166.1% | +120.8% | +83.1% |
| 10Y | +432.3% | +353.7% | +78.7% | +75.1% |
| All | +621.7% | +437.2% | +184.6% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling