+3,652.6%
HDB vs PNR
+746.9%
+2,905.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -1.8% |
| 7D | -2.0% | -3.0% | +1.0% | -0.6% |
| 30D | -4.9% | -14.9% | +10.0% | +2.6% |
| 3M | -2.3% | -19.0% | +16.7% | +6.5% |
| 6M | -23.7% | -35.9% | +12.2% | -7.1% |
| YTD | -38.5% | -43.1% | +4.7% | -21.1% |
| 1Y | -36.5% | -46.4% | +9.9% | -16.5% |
| 3Y | -28.5% | -10.8% | -17.6% | -30.0% |
| 5Y | -37.4% | -18.9% | -18.5% | -37.9% |
| 10Y | +34.0% | +64.4% | -30.4% | -16.2% |
| All | +3,652.6% | +746.9% | +2,905.7% | +1,078.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 all: compounded portfolio wealth divided by compounded PNR 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…
all analysis · Full analysis span regression · 6 months rolling