+46.5%
PFE vs HPE
+457.3%
-410.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -3.7% | -18.7% | +15.0% | -1.3% |
| 30D | +5.0% | -37.9% | +42.9% | +11.0% |
| 3M | +12.2% | -14.4% | +26.6% | +12.9% |
| 6M | +14.6% | +48.2% | -33.6% | +4.5% |
| YTD | +24.1% | +88.6% | -64.5% | +8.3% |
| 1Y | +26.6% | +94.8% | -68.2% | +9.7% |
| 3Y | +14.3% | +202.7% | -188.4% | -11.5% |
| 5Y | -21.9% | +231.6% | -253.6% | -41.6% |
| 10Y | +62.6% | +361.9% | -299.3% | +8.8% |
| All | +46.5% | +457.3% | -410.8% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling