+21.3%
HPQ vs PBR
+74.7%
-53.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -7.0% | +12.8% | +5.4% |
| 7D | -7.8% | -11.0% | +3.2% | -8.3% |
| 30D | -4.9% | -18.8% | +13.9% | -6.0% |
| 3M | +4.9% | +7.8% | -3.0% | +4.2% |
| 6M | +47.1% | -7.6% | +54.6% | +44.5% |
| YTD | +39.5% | +72.7% | -33.1% | +45.2% |
| 1Y | +21.3% | +72.9% | -51.7% | +26.6% |
| All | +21.3% | +74.7% | -53.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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