+170.0%
PBF vs HDB
-34.6%
+204.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.5% |
| 7D | +4.3% | +0.4% | +3.9% | +4.5% |
| 30D | +22.0% | -2.8% | +24.8% | +20.2% |
| 3M | +74.5% | -3.5% | +78.0% | +73.9% |
| 6M | +67.7% | -24.7% | +92.4% | +54.9% |
| YTD | +179.2% | -36.6% | +215.7% | +152.5% |
| 1Y | +170.0% | -34.4% | +204.4% | +142.6% |
| All | +170.0% | -34.6% | +204.6% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling