+563.1%
HPE vs PNC
+279.5%
+283.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.1% |
| 7D | +19.4% | -0.6% | +20.0% | +19.7% |
| 30D | +5.6% | -4.4% | +10.0% | +8.6% |
| 3M | +33.1% | +5.2% | +27.8% | +28.5% |
| 6M | +192.5% | +20.6% | +171.8% | +158.5% |
| YTD | +160.9% | +19.8% | +141.2% | +130.9% |
| 1Y | +155.0% | +24.4% | +130.5% | +120.1% |
| 3Y | +289.4% | +131.2% | +158.2% | +125.9% |
| 5Y | +395.7% | +53.1% | +342.6% | +264.7% |
| All | +563.1% | +279.5% | +283.6% | +197.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling