-76.0%
PCG vs HDB
+38.3%
-114.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.6% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -16.9% | -2.8% | -14.1% | -16.2% |
| 3M | -14.7% | -3.5% | -11.2% | -14.3% |
| 6M | -23.8% | -24.7% | +0.9% | -18.0% |
| YTD | -10.5% | -36.6% | +26.1% | +1.1% |
| 1Y | -5.1% | -34.4% | +29.3% | +6.0% |
| 3Y | -11.6% | -24.4% | +12.8% | -7.2% |
| 5Y | +59.0% | -35.4% | +94.4% | +72.1% |
| All | -76.0% | +38.3% | -114.3% | -76.4% |
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