+225.0%
HPQ vs PR
+152.6%
+72.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.3% | -3.6% |
| 7D | -1.1% | -16.4% | +15.3% | +1.0% |
| 30D | -11.7% | -1.9% | -9.8% | -11.7% |
| 3M | +2.0% | +8.0% | -6.0% | +0.6% |
| 6M | +35.9% | +4.1% | +31.8% | +34.4% |
| YTD | +32.7% | +58.7% | -26.0% | +24.2% |
| 1Y | +14.3% | +75.8% | -61.5% | +5.5% |
| 3Y | +17.8% | +73.2% | -55.3% | +8.3% |
| 5Y | +7.6% | +230.1% | -222.6% | -10.4% |
| 10Y | +171.7% | +67.4% | +104.3% | +117.7% |
| All | +225.0% | +152.6% | +72.5% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling