+48.8%
PFE vs HPE
+370.3%
-321.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.7% |
| 7D | -1.7% | +7.9% | -9.6% | -2.7% |
| 30D | +0.3% | -23.5% | +23.8% | +3.4% |
| 3M | +9.4% | -19.1% | +28.4% | +11.1% |
| 6M | +14.9% | +51.4% | -36.5% | +4.6% |
| YTD | +23.8% | +103.4% | -79.6% | +6.6% |
| 1Y | +19.5% | +114.4% | -94.9% | +1.9% |
| 3Y | +21.0% | +224.7% | -203.6% | -7.9% |
| 5Y | -23.9% | +277.8% | -301.6% | -45.0% |
| All | +48.8% | +370.3% | -321.5% | -2.2% |
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