+522.9%
HPE vs PCAR
+339.3%
+183.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.9% |
| 7D | -18.7% | +0.1% | -18.8% | -19.0% |
| 30D | -37.9% | -4.6% | -33.3% | -36.4% |
| 3M | -14.4% | -22.6% | +8.2% | 0.0% |
| 6M | +48.2% | -12.0% | +60.2% | +58.0% |
| YTD | +88.6% | -6.1% | +94.7% | +91.8% |
| 1Y | +94.8% | +6.3% | +88.5% | +81.9% |
| 3Y | +202.7% | +31.8% | +170.9% | +134.0% |
| 5Y | +231.6% | +104.2% | +127.5% | +85.3% |
| 10Y | +361.9% | +302.9% | +59.0% | +62.4% |
| All | +522.9% | +339.3% | +183.7% | +100.8% |
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