+362.2%
PBF vs HDB
+32.4%
+329.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.5% |
| 7D | +1.4% | -4.9% | +6.2% | +3.6% |
| 30D | +15.8% | -5.8% | +21.7% | +18.9% |
| 3M | +90.3% | -5.2% | +95.5% | +92.2% |
| 6M | +102.8% | -25.7% | +128.5% | +125.9% |
| YTD | +187.3% | -39.6% | +226.9% | +255.5% |
| 1Y | +161.8% | -36.9% | +198.8% | +215.1% |
| 3Y | +55.5% | -29.7% | +85.2% | +67.1% |
| 5Y | +801.9% | -37.8% | +839.7% | +909.3% |
| 10Y | +362.2% | +33.7% | +328.5% | +212.0% |
| All | +362.2% | +32.4% | +329.8% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling