+217.2%
HPQ vs PBF
+367.4%
-150.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +3.5% | +2.3% | +1.2% | +3.1% |
| 30D | +13.7% | +11.6% | +2.1% | +11.5% |
| 3M | +33.9% | +81.7% | -47.9% | +19.8% |
| 6M | +80.9% | +96.4% | -15.5% | +58.3% |
| YTD | +52.6% | +189.5% | -136.9% | +23.6% |
| 1Y | +21.2% | +180.7% | -159.5% | -2.4% |
| 3Y | +26.9% | +56.6% | -29.7% | +8.6% |
| 5Y | +41.1% | +802.0% | -760.8% | -18.6% |
| All | +217.2% | +367.4% | -150.2% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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