+563.1%
HPE vs PNR
+66.2%
+497.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.6% |
| 7D | +19.4% | -6.0% | +25.4% | +23.3% |
| 30D | +5.6% | -14.0% | +19.6% | +14.3% |
| 3M | +33.1% | -21.7% | +54.8% | +49.2% |
| 6M | +192.5% | -37.3% | +229.7% | +269.7% |
| YTD | +160.9% | -45.1% | +206.0% | +254.6% |
| 1Y | +155.0% | -49.1% | +204.1% | +262.2% |
| 3Y | +289.4% | -14.8% | +304.2% | +305.5% |
| 5Y | +395.7% | -21.0% | +416.7% | +423.9% |
| All | +563.1% | +66.2% | +497.0% | +340.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling