-37.4%
HDB vs PRU
+45.5%
-82.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -2.3% |
| 7D | -2.0% | +1.9% | -4.0% | -2.7% |
| 30D | -4.9% | -0.4% | -4.4% | -4.8% |
| 3M | -2.3% | +16.4% | -18.7% | -7.1% |
| 6M | -23.7% | +26.0% | -49.8% | -29.5% |
| YTD | -38.5% | +9.9% | -48.4% | -40.7% |
| 1Y | -36.5% | +18.8% | -55.2% | -40.5% |
| 3Y | -28.5% | +45.4% | -73.8% | -40.2% |
| 5Y | -37.4% | +45.6% | -82.9% | -48.6% |
| All | -37.4% | +45.5% | -82.9% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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