-22.2%
PFE vs HPE
+331.4%
-353.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.1% | -2.9% |
| 7D | -2.7% | +10.1% | -12.8% | -3.4% |
| 30D | +3.8% | +5.3% | -1.4% | +3.3% |
| 3M | +10.4% | +12.7% | -2.3% | +9.0% |
| 6M | +6.3% | +167.7% | -161.4% | -5.2% |
| YTD | +17.4% | +135.5% | -118.1% | +6.1% |
| 1Y | +21.1% | +143.4% | -122.3% | +8.8% |
| 3Y | -1.6% | +249.2% | -250.8% | -17.8% |
| 5Y | -22.2% | +343.8% | -366.0% | -36.5% |
| All | -22.2% | +331.4% | -353.5% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling