+18.1%
HPQ vs PPL
+1.0%
+17.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -5.9% | +4.3% | -10.2% | -5.5% |
| 3M | -3.7% | +2.9% | -6.6% | -3.6% |
| 6M | +28.1% | +1.1% | +27.0% | +28.3% |
| YTD | +32.5% | +4.5% | +28.0% | +31.6% |
| 1Y | +18.1% | +0.1% | +18.0% | +19.4% |
| All | +18.1% | +1.0% | +17.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling