+2,903.2%
HPQ vs PPL
+2,096.5%
+806.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +6.9% | +2.7% | +4.3% | +6.0% |
| 30D | +14.4% | +0.5% | +14.0% | +14.2% |
| 3M | +25.6% | +0.7% | +25.0% | +25.2% |
| 6M | +75.0% | -7.6% | +82.6% | +79.0% |
| YTD | +50.7% | +1.8% | +48.9% | +48.7% |
| 1Y | +18.7% | -0.8% | +19.4% | +17.9% |
| 3Y | +21.5% | +56.9% | -35.4% | +1.1% |
| 5Y | +31.6% | +39.5% | -7.9% | +13.7% |
| 10Y | +216.1% | +55.4% | +160.7% | +157.4% |
| All | +2,903.2% | +2,096.5% | +806.8% | +841.1% |
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