+330.8%
PBF vs HDB
+151.3%
+179.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +22.0% | -2.8% | +24.8% | +23.2% |
| 3M | +74.5% | -3.5% | +78.0% | +75.1% |
| 6M | +67.7% | -24.7% | +92.4% | +83.4% |
| YTD | +179.2% | -36.6% | +215.7% | +228.6% |
| 1Y | +170.0% | -34.4% | +204.4% | +211.7% |
| 3Y | +66.4% | -24.4% | +90.8% | +72.6% |
| 5Y | +764.5% | -35.4% | +799.9% | +843.7% |
| 10Y | +358.5% | +39.5% | +319.0% | +251.6% |
| All | +330.8% | +151.3% | +179.5% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling