+41.8%
PFE vs HPE
+545.6%
-503.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -0.6% |
| 7D | +1.8% | -0.6% | +2.3% | +1.8% |
| 30D | +10.2% | -2.3% | +12.5% | +10.4% |
| 3M | +12.7% | -2.9% | +15.5% | +12.4% |
| 6M | +10.5% | +143.6% | -133.0% | -5.8% |
| YTD | +20.2% | +118.5% | -98.4% | +4.1% |
| 1Y | +24.1% | +129.2% | -105.1% | +6.2% |
| 3Y | -3.6% | +212.5% | -216.1% | -24.2% |
| 5Y | -20.9% | +286.9% | -307.8% | -41.4% |
| 10Y | +35.8% | +432.3% | -396.5% | -9.8% |
| All | +41.8% | +545.6% | -503.8% | -10.0% |
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