+32.8%
PFE vs HPQ
+259.7%
-226.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | -1.2% |
| 7D | -2.6% | +9.8% | -12.3% | -4.3% |
| 30D | +5.4% | +22.4% | -17.0% | +1.4% |
| 3M | +7.8% | +45.2% | -37.4% | +0.4% |
| 6M | +5.0% | +96.4% | -91.4% | -8.4% |
| YTD | +17.1% | +65.4% | -48.3% | +5.4% |
| 1Y | +19.3% | +31.6% | -12.2% | +11.8% |
| 3Y | -0.9% | +37.0% | -38.0% | -9.8% |
| 5Y | -20.8% | +53.0% | -73.8% | -31.1% |
| All | +32.8% | +259.7% | -226.9% | -5.3% |
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