-0.3%
PEP vs HPQ
+19.8%
-20.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -1.4% |
| 7D | -1.7% | +2.2% | -3.9% | -1.7% |
| 30D | +0.3% | +9.7% | -9.4% | 0.0% |
| 3M | -3.2% | +32.7% | -36.0% | -3.8% |
| 6M | -13.6% | +77.7% | -91.3% | -13.5% |
| YTD | -1.9% | +51.0% | -52.8% | -2.7% |
| All | -0.3% | +19.8% | -20.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 1y: compounded portfolio wealth divided by compounded HPQ 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…
1y analysis · Full analysis span regression · 6 months rolling