+211.8%
HPQ vs PPL
+54.2%
+157.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +6.9% | +2.7% | +4.3% | +5.7% |
| 30D | +14.4% | +0.5% | +14.0% | +14.2% |
| 3M | +25.6% | +0.7% | +25.0% | +25.0% |
| 6M | +75.0% | -7.6% | +82.6% | +80.1% |
| YTD | +50.7% | +1.8% | +48.9% | +47.8% |
| 1Y | +18.7% | -0.8% | +19.4% | +17.6% |
| 3Y | +21.5% | +56.9% | -35.4% | -6.3% |
| 5Y | +31.6% | +39.5% | -7.9% | +6.8% |
| All | +211.8% | +54.2% | +157.6% | +123.5% |
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