+9.6%
HPQ vs PR
+269.8%
-260.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | -1.9% | +6.7% | -8.6% | -3.3% |
| 30D | -5.7% | -6.1% | +0.4% | -4.7% |
| 3M | -0.4% | +6.9% | -7.3% | -2.7% |
| 6M | +40.0% | +14.6% | +25.4% | +34.0% |
| YTD | +34.6% | +66.1% | -31.5% | +16.7% |
| 1Y | +20.4% | +77.0% | -56.6% | +2.5% |
| 3Y | +18.3% | +93.8% | -75.5% | -3.1% |
| 5Y | +9.6% | +268.2% | -258.7% | -25.1% |
| All | +9.6% | +269.8% | -260.2% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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