-1.6%
PFE vs HPQ
+19.9%
-21.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +3.8% | +3.7% | +0.1% | +3.2% |
| 3M | +10.4% | +24.3% | -13.9% | +6.5% |
| 6M | +6.3% | +64.8% | -58.5% | -3.3% |
| YTD | +17.4% | +43.9% | -26.5% | +9.4% |
| 1Y | +21.1% | +11.7% | +9.5% | +18.1% |
| 3Y | -1.6% | +19.7% | -21.3% | -12.3% |
| All | -1.6% | +19.9% | -21.5% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling