+717.5%
HPE vs PNR
+86.3%
+631.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +6.1% |
| 7D | +13.6% | -3.9% | +17.5% | +15.9% |
| 30D | +7.7% | -13.8% | +21.5% | +16.3% |
| 3M | +22.4% | -22.5% | +44.9% | +38.2% |
| 6M | +172.6% | -37.2% | +209.7% | +244.6% |
| YTD | +147.5% | -44.2% | +191.7% | +233.5% |
| 1Y | +151.8% | -46.6% | +198.4% | +248.1% |
| 3Y | +267.1% | -12.5% | +279.6% | +276.4% |
| 5Y | +362.8% | -19.3% | +382.1% | +383.1% |
| 10Y | +540.2% | +67.5% | +472.7% | +307.9% |
| All | +717.5% | +86.3% | +631.2% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling