+2,903.2%
HPQ vs PCAR
+15,337.6%
-12,434.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +6.9% | -0.5% | +7.5% | +7.1% |
| 30D | +14.4% | -6.2% | +20.7% | +17.3% |
| 3M | +25.6% | +5.9% | +19.7% | +22.5% |
| 6M | +75.0% | +0.4% | +74.6% | +73.1% |
| YTD | +50.7% | +14.8% | +35.9% | +41.0% |
| 1Y | +18.7% | +30.1% | -11.4% | +5.5% |
| 3Y | +21.5% | +66.7% | -45.1% | -2.7% |
| 5Y | +31.6% | +166.1% | -134.6% | -12.3% |
| 10Y | +216.1% | +353.7% | -137.6% | +72.0% |
| All | +2,903.2% | +15,337.6% | -12,434.3% | +339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling