-76.5%
PCG vs HDB
+62.8%
-139.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -2.0% | +4.1% | -6.1% | -3.1% |
| 30D | -2.7% | +13.0% | -15.7% | -6.1% |
| 3M | -25.1% | +11.3% | -36.3% | -27.5% |
| 6M | -22.3% | +6.9% | -29.2% | -24.4% |
| YTD | -18.5% | -29.6% | +11.1% | -10.8% |
| 1Y | -21.8% | -29.5% | +7.7% | -14.5% |
| 3Y | -21.0% | -8.1% | -12.9% | -21.9% |
| 5Y | +8.1% | -23.4% | +31.5% | +11.0% |
| All | -76.5% | +62.8% | -139.3% | -77.9% |
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 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