+100.0%
PBR vs HDB
-30.2%
+130.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +0.3% | -4.9% | +5.2% | +0.5% |
| 30D | +17.5% | -5.8% | +23.4% | +17.8% |
| 3M | +20.9% | -5.2% | +26.1% | +20.7% |
| 6M | +20.2% | -25.7% | +46.0% | +22.8% |
| YTD | +84.3% | -39.6% | +123.9% | +94.7% |
| 1Y | +77.1% | -36.9% | +114.0% | +85.5% |
| All | +100.0% | -30.2% | +130.2% | +97.9% |
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