+224.6%
HPQ vs PR
+152.2%
+72.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +0.5% | -9.5% | +10.0% | +1.7% |
| 30D | -5.9% | -5.7% | -0.2% | -5.4% |
| 3M | -3.7% | +3.0% | -6.7% | -4.4% |
| 6M | +28.1% | +11.8% | +16.3% | +25.6% |
| YTD | +32.5% | +58.5% | -26.0% | +24.0% |
| 1Y | +18.1% | +69.9% | -51.8% | +9.5% |
| 3Y | +16.4% | +84.9% | -68.5% | +6.2% |
| 5Y | +8.9% | +246.4% | -237.6% | -9.7% |
| 10Y | +157.6% | +70.3% | +87.3% | +106.6% |
| All | +224.6% | +152.2% | +72.4% | +170.9% |
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