+32.5%
PFE vs HPQ
+231.8%
-199.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -4.0% | +3.5% | -7.5% | -4.6% |
| 30D | +3.9% | +13.7% | -9.8% | +1.4% |
| 3M | +9.9% | +33.9% | -24.0% | +3.9% |
| 6M | +5.3% | +80.9% | -75.6% | -6.7% |
| YTD | +16.8% | +52.6% | -35.8% | +6.7% |
| 1Y | +20.4% | +21.2% | -0.8% | +14.6% |
| 3Y | -2.1% | +26.9% | -29.0% | -9.5% |
| 5Y | -21.0% | +41.1% | -62.1% | -30.3% |
| All | +32.5% | +231.8% | -199.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HPQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling