+677.7%
HPE vs PNC
+293.9%
+383.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.8% | +8.5% |
| 7D | +10.1% | +2.3% | +7.9% | +8.5% |
| 30D | +5.3% | -3.8% | +9.1% | +8.0% |
| 3M | +12.7% | +7.8% | +4.9% | +7.0% |
| 6M | +167.7% | +19.7% | +148.0% | +137.0% |
| YTD | +135.5% | +19.1% | +116.3% | +108.5% |
| 1Y | +143.4% | +23.1% | +120.3% | +110.7% |
| 3Y | +249.2% | +132.1% | +117.0% | +98.5% |
| 5Y | +343.8% | +52.2% | +291.6% | +224.5% |
| 10Y | +495.9% | +271.4% | +224.5% | +107.7% |
| All | +677.7% | +293.9% | +383.7% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling