+21.2%
HPQ vs PBF
+167.4%
-146.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | +3.5% | +2.3% | +1.2% | +3.4% |
| 30D | +13.7% | +11.6% | +2.1% | +13.1% |
| 3M | +33.9% | +81.7% | -47.9% | +29.4% |
| 6M | +80.9% | +96.4% | -15.5% | +73.3% |
| YTD | +52.6% | +189.5% | -136.9% | +47.5% |
| 1Y | +21.2% | +180.7% | -159.5% | +15.0% |
| All | +21.2% | +167.4% | -146.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling