+59.6%
PBF vs HDB
-24.9%
+84.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.4% |
| 7D | +4.3% | +0.4% | +3.9% | +4.3% |
| 30D | +22.0% | -2.8% | +24.8% | +21.6% |
| 3M | +74.5% | -3.5% | +78.0% | +73.8% |
| 6M | +67.7% | -24.7% | +92.4% | +67.3% |
| YTD | +179.2% | -36.6% | +215.7% | +182.3% |
| 1Y | +170.0% | -34.4% | +204.4% | +171.8% |
| All | +59.6% | -24.9% | +84.6% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling