+243.8%
HPQ vs PNR
+66.2%
+177.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.3% | +8.7% | +8.6% |
| 7D | +9.8% | -6.0% | +15.8% | +13.7% |
| 30D | +22.4% | -14.0% | +36.3% | +33.3% |
| 3M | +45.2% | -21.7% | +66.9% | +64.8% |
| 6M | +96.4% | -37.3% | +133.7% | +150.8% |
| YTD | +65.4% | -45.1% | +110.5% | +128.1% |
| 1Y | +31.6% | -49.1% | +80.7% | +90.1% |
| 3Y | +37.0% | -14.8% | +51.9% | +40.9% |
| 5Y | +53.0% | -21.0% | +74.0% | +60.4% |
| All | +243.8% | +66.2% | +177.7% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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