-76.7%
PCG vs HDB
+61.5%
-138.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.6% |
| 7D | -1.1% | +13.7% | -14.8% | -4.6% |
| 30D | +0.1% | +15.8% | -15.8% | -4.1% |
| 3M | -24.4% | +9.2% | -33.7% | -26.5% |
| 6M | -17.7% | +3.2% | -20.8% | -19.1% |
| YTD | -17.4% | -29.4% | +11.9% | -9.7% |
| 1Y | -19.4% | -27.9% | +8.6% | -12.4% |
| 3Y | -18.6% | -5.9% | -12.7% | -20.1% |
| 5Y | +10.2% | -23.5% | +33.7% | +13.2% |
| 10Y | -76.7% | +61.3% | -138.0% | -78.4% |
| All | -76.7% | +61.5% | -138.2% | -78.4% |
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