+151.9%
HPQ vs PPL
+65.0%
+86.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.9% | -2.2% | +0.3% | -0.9% |
| 30D | -5.7% | +1.7% | -7.4% | -6.5% |
| 3M | -0.4% | +0.1% | -0.5% | -0.6% |
| 6M | +40.0% | -1.5% | +41.6% | +40.4% |
| YTD | +34.6% | +3.0% | +31.7% | +31.3% |
| 1Y | +20.4% | -1.4% | +21.8% | +19.7% |
| 3Y | +18.3% | +53.5% | -35.2% | -7.6% |
| 5Y | +9.6% | +46.4% | -36.8% | -13.2% |
| All | +151.9% | +65.0% | +86.9% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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