+116.4%
HPE vs PNR
-31.2%
+147.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -9.0% | -6.0% |
| 7D | -17.0% | +11.9% | -28.9% | -18.3% |
| 30D | -26.7% | +37.1% | -63.9% | -30.7% |
| 3M | -4.1% | +5.7% | -9.8% | -3.5% |
| 6M | +75.4% | -5.7% | +81.1% | +83.0% |
| YTD | +111.0% | -29.8% | +140.8% | +145.7% |
| 1Y | +116.4% | -31.8% | +148.2% | +158.5% |
| All | +116.4% | -31.2% | +147.6% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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