+156.1%
HPQ vs PBF
+260.7%
-104.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +3.2% | +6.5% | -3.3% | +2.0% |
| 30D | -3.6% | -20.0% | +16.4% | -0.3% |
| 3M | -5.3% | -3.3% | -2.0% | -5.4% |
| 6M | +41.1% | +76.8% | -35.7% | +25.9% |
| YTD | +36.9% | +168.9% | -132.1% | +11.4% |
| 1Y | +23.5% | +96.4% | -72.8% | +6.0% |
| 3Y | +19.6% | +77.2% | -57.6% | -0.5% |
| 5Y | +11.4% | +417.7% | -406.3% | -28.9% |
| All | +156.1% | +260.7% | -104.7% | +45.9% |
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