+3,309.4%
PEP vs HPQ
+2,711.5%
+597.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +1.1% | -3.2% | +4.3% | +1.5% |
| 30D | +13.6% | -3.0% | +16.7% | +13.9% |
| 3M | +5.1% | +0.6% | +4.5% | +4.5% |
| 6M | -1.6% | +36.6% | -38.2% | -6.4% |
| YTD | +3.3% | +35.0% | -31.7% | -1.8% |
| 1Y | +3.2% | +23.1% | -19.8% | -0.9% |
| 3Y | -3.9% | +18.6% | -22.5% | -8.9% |
| 5Y | +4.0% | +10.3% | -6.3% | -1.8% |
| 10Y | +90.1% | +157.1% | -66.9% | +56.0% |
| All | +3,309.4% | +2,711.5% | +597.9% | +1,246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling