+243.8%
HPQ vs PBR
+697.0%
-453.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.2% | +8.6% |
| 7D | +9.8% | +5.4% | +4.4% | +8.4% |
| 30D | +22.4% | +22.9% | -0.5% | +16.7% |
| 3M | +45.2% | +19.6% | +25.5% | +38.9% |
| 6M | +96.4% | +16.5% | +80.0% | +88.4% |
| YTD | +65.4% | +86.7% | -21.3% | +41.8% |
| 1Y | +31.6% | +74.7% | -43.1% | +14.2% |
| 3Y | +37.0% | +102.6% | -65.5% | +13.1% |
| 5Y | +53.0% | +566.6% | -513.6% | -9.9% |
| All | +243.8% | +697.0% | -453.1% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling