+17.6%
HPQ vs PCAR
+35.0%
-17.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -1.9% | +2.1% | -4.0% | -2.9% |
| 30D | -5.7% | -1.2% | -4.5% | -5.3% |
| 3M | -0.4% | -18.6% | +18.2% | +9.2% |
| 6M | +40.0% | -5.1% | +45.1% | +42.4% |
| YTD | +34.6% | -1.8% | +36.4% | +32.7% |
| 1Y | +20.4% | +10.6% | +9.8% | +10.8% |
| All | +17.6% | +35.0% | -17.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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