+660.0%
HPQ vs PBF
+303.9%
+356.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +6.9% | +4.3% | +2.7% | +6.2% |
| 30D | +14.4% | +22.0% | -7.5% | +10.6% |
| 3M | +25.6% | +74.5% | -48.9% | +13.3% |
| 6M | +75.0% | +67.7% | +7.4% | +57.4% |
| YTD | +50.7% | +179.2% | -128.5% | +23.2% |
| 1Y | +18.7% | +170.0% | -151.3% | -3.6% |
| 3Y | +21.5% | +66.4% | -44.9% | +3.1% |
| 5Y | +31.6% | +764.5% | -732.9% | -22.6% |
| 10Y | +216.1% | +358.5% | -142.5% | +73.0% |
| All | +660.0% | +303.9% | +356.1% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling