+3,344.9%
PEP vs HPQ
+2,750.4%
+594.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +2.0% |
| 7D | +2.9% | +3.2% | -0.3% | +2.5% |
| 30D | +12.5% | -3.6% | +16.1% | +12.9% |
| 3M | +4.5% | -5.3% | +9.8% | +4.8% |
| 6M | -0.5% | +41.1% | -41.6% | -5.7% |
| YTD | +4.4% | +36.9% | -32.4% | -1.0% |
| 1Y | +4.4% | +23.5% | -19.2% | +0.1% |
| 3Y | -3.4% | +19.6% | -23.0% | -8.5% |
| 5Y | +5.2% | +11.4% | -6.3% | -0.9% |
| 10Y | +92.1% | +160.6% | -68.5% | +57.4% |
| All | +3,344.9% | +2,750.4% | +594.6% | +1,258.3% |
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