+41.5%
HDB vs PPG
+26.9%
+14.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.4% | +6.7% |
| 7D | +0.7% | -6.2% | +6.9% | +3.3% |
| 30D | +1.0% | -7.9% | +8.9% | +4.4% |
| 3M | -2.0% | -10.2% | +8.2% | +1.9% |
| 6M | -18.1% | +2.7% | -20.8% | -19.7% |
| YTD | -36.1% | +4.9% | -41.0% | -38.1% |
| 1Y | -34.0% | -3.2% | -30.9% | -34.2% |
| 3Y | -26.7% | -17.0% | -9.7% | -23.5% |
| 5Y | -33.9% | -23.3% | -10.6% | -30.3% |
| All | +41.5% | +26.9% | +14.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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