-23.8%
PFE vs HPQ
+11.1%
-34.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -1.7% | +3.2% | -4.9% | -2.2% |
| 30D | +0.3% | -3.6% | +4.0% | +0.7% |
| 3M | +9.4% | -5.3% | +14.7% | +9.6% |
| 6M | +14.9% | +41.1% | -26.3% | +7.2% |
| YTD | +23.8% | +36.9% | -13.1% | +15.6% |
| 1Y | +19.5% | +23.5% | -4.0% | +13.5% |
| 3Y | +21.0% | +19.6% | +1.4% | +12.7% |
| All | -23.8% | +11.1% | -34.8% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling