+129.2%
HPE vs PNC
+23.0%
+106.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | -0.6% | +1.4% | -2.0% | -1.4% |
| 30D | -2.3% | -3.8% | +1.5% | -0.1% |
| 3M | -2.9% | +9.0% | -11.9% | -7.5% |
| 6M | +143.6% | +16.6% | +126.9% | +120.7% |
| YTD | +118.5% | +20.4% | +98.1% | +95.2% |
| 1Y | +129.2% | +22.3% | +106.9% | +89.1% |
| All | +129.2% | +23.0% | +106.2% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling