+48.5%
PFE vs HPQ
+155.9%
-107.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | +3.1% | -5.7% | +8.8% | +3.9% |
| 3M | +11.2% | -0.4% | +11.6% | +10.5% |
| 6M | +15.0% | +40.0% | -25.0% | +6.6% |
| YTD | +23.5% | +34.6% | -11.1% | +14.9% |
| 1Y | +18.9% | +20.4% | -1.5% | +12.7% |
| 3Y | +18.7% | +18.3% | +0.4% | +10.5% |
| 5Y | -24.0% | +9.6% | -33.6% | -29.9% |
| All | +48.5% | +155.9% | -107.4% | +15.8% |
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