+2,544.1%
HPQ vs PPL
+2,158.2%
+385.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | -11.7% | +5.4% | -17.2% | -13.4% |
| 3M | +2.0% | +4.3% | -2.3% | +0.4% |
| 6M | +35.9% | -1.3% | +37.2% | +35.9% |
| YTD | +32.7% | +4.7% | +28.0% | +29.5% |
| 1Y | +14.3% | +1.3% | +13.0% | +12.8% |
| 3Y | +17.8% | +57.2% | -39.4% | -1.9% |
| 5Y | +7.6% | +48.2% | -40.7% | -9.0% |
| 10Y | +171.7% | +62.7% | +108.9% | +117.7% |
| All | +2,544.1% | +2,158.2% | +385.8% | +720.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling