+9.6%
HPQ vs PBF
+441.3%
-431.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -1.9% | +4.3% | -6.2% | -2.5% |
| 30D | -5.7% | -21.8% | +16.1% | -3.0% |
| 3M | -0.4% | +1.7% | -2.1% | -1.1% |
| 6M | +40.0% | +69.8% | -29.8% | +29.3% |
| YTD | +34.6% | +167.7% | -133.1% | +15.5% |
| 1Y | +20.4% | +89.0% | -68.6% | +8.2% |
| 3Y | +18.3% | +78.8% | -60.5% | +0.2% |
| 5Y | +9.6% | +415.4% | -405.8% | -17.7% |
| All | +9.6% | +441.3% | -431.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling