+155.0%
HPE vs PNR
-47.6%
+202.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.5% |
| 7D | +19.4% | -6.0% | +25.4% | +21.3% |
| 30D | +5.6% | -14.0% | +19.6% | +10.0% |
| 3M | +33.1% | -21.7% | +54.8% | +41.9% |
| 6M | +192.5% | -37.3% | +229.7% | +241.2% |
| YTD | +160.9% | -45.1% | +206.0% | +222.4% |
| 1Y | +155.0% | -49.1% | +204.1% | +234.4% |
| All | +155.0% | -47.6% | +202.5% | +234.4% |
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 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