+33.1%
PFE vs HPQ
+228.4%
-195.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.9% |
| 7D | -4.3% | +2.2% | -6.5% | -4.7% |
| 30D | +2.7% | +9.7% | -7.0% | +0.9% |
| 3M | +10.0% | +32.7% | -22.7% | +4.2% |
| 6M | +7.2% | +77.7% | -70.5% | -4.7% |
| YTD | +17.3% | +51.0% | -33.7% | +7.5% |
| 1Y | +20.3% | +18.4% | +1.9% | +15.0% |
| 3Y | -1.6% | +25.6% | -27.2% | -8.9% |
| 5Y | -21.4% | +38.6% | -60.0% | -30.4% |
| All | +33.1% | +228.4% | -195.3% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling