-77.6%
PCG vs HDB
+57.5%
-135.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.5% |
| 7D | -1.6% | +13.3% | -14.9% | -5.0% |
| 30D | +1.4% | +13.6% | -12.1% | -2.3% |
| 3M | -23.4% | +5.8% | -29.2% | -24.8% |
| 6M | -19.4% | -1.9% | -17.5% | -19.6% |
| YTD | -18.5% | -31.2% | +12.7% | -10.2% |
| 1Y | -19.5% | -29.6% | +10.0% | -12.1% |
| 3Y | -21.0% | -10.1% | -10.9% | -21.4% |
| 5Y | +13.7% | -24.3% | +38.1% | +17.1% |
| All | -77.6% | +57.5% | -135.1% | -79.0% |
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