+46.2%
PFE vs HPE
+366.8%
-320.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -0.7% | -9.7% | +9.0% | +0.4% |
| 30D | +5.3% | -34.8% | +40.1% | +10.7% |
| 3M | +10.1% | -12.1% | +22.2% | +10.5% |
| 6M | +18.0% | +53.7% | -35.7% | +7.1% |
| YTD | +25.8% | +101.9% | -76.1% | +8.5% |
| 1Y | +28.4% | +104.3% | -75.9% | +10.3% |
| 3Y | +20.9% | +223.1% | -202.1% | -7.9% |
| 5Y | -21.5% | +249.2% | -270.7% | -42.3% |
| 10Y | +46.2% | +372.4% | -326.2% | -4.4% |
| All | +46.2% | +366.8% | -320.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 10y: compounded portfolio wealth divided by compounded HPE 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…
10y analysis · Full analysis span regression · 6 months rolling