+25.1%
HPQ vs PBF
+55.5%
-30.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.3% | +5.0% |
| 7D | +2.2% | +1.4% | +0.9% | +2.0% |
| 30D | +9.7% | +15.8% | -6.1% | +7.6% |
| 3M | +32.7% | +90.3% | -57.5% | +20.9% |
| 6M | +77.7% | +102.8% | -25.1% | +59.0% |
| YTD | +51.0% | +187.3% | -136.3% | +27.6% |
| 1Y | +18.4% | +161.8% | -143.4% | +0.1% |
| All | +25.1% | +55.5% | -30.4% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling