+51.0%
HPQ vs PNC
+51.4%
-0.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.1% |
| 7D | +9.8% | -0.6% | +10.3% | +10.1% |
| 30D | +22.4% | -4.4% | +26.7% | +25.4% |
| 3M | +45.2% | +5.2% | +39.9% | +40.8% |
| 6M | +96.4% | +20.6% | +75.8% | +75.6% |
| YTD | +65.4% | +19.8% | +45.6% | +47.4% |
| 1Y | +31.6% | +24.4% | +7.1% | +14.6% |
| 3Y | +37.0% | +131.2% | -94.2% | -17.4% |
| All | +51.0% | +51.4% | -0.4% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 5y: compounded portfolio wealth divided by compounded PNC 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…
5y analysis · Full analysis span regression · 6 months rolling