+13.1%
HPQ vs PPL
+47.4%
-34.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +3.2% | -0.4% | +3.5% | +3.3% |
| 30D | -3.6% | +2.6% | -6.3% | -4.4% |
| 3M | -5.3% | +0.8% | -6.1% | -5.6% |
| 6M | +41.1% | +1.4% | +39.7% | +40.2% |
| YTD | +36.9% | +4.3% | +32.6% | +33.7% |
| 1Y | +23.5% | +0.8% | +22.8% | +22.1% |
| 3Y | +19.6% | +57.9% | -38.3% | -4.9% |
| All | +13.1% | +47.4% | -34.3% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling