+3,585.8%
HDB vs PPG
+615.0%
+2,970.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.4% |
| 7D | -4.9% | -3.7% | -1.1% | -2.7% |
| 30D | -5.8% | -7.2% | +1.4% | -1.6% |
| 3M | -5.2% | -7.3% | +2.1% | -1.6% |
| 6M | -25.7% | +0.3% | -26.0% | -26.9% |
| YTD | -39.6% | +6.5% | -46.1% | -43.1% |
| 1Y | -36.9% | +0.5% | -37.4% | -39.0% |
| 3Y | -29.7% | -15.3% | -14.4% | -27.3% |
| 5Y | -37.8% | -22.9% | -14.9% | -34.4% |
| 10Y | +33.7% | +28.4% | +5.3% | -9.6% |
| All | +3,585.8% | +615.0% | +2,970.8% | +585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling