-76.4%
PCG vs HDB
+64.3%
-140.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.2% | +6.9% | -9.2% | -4.1% |
| 30D | -0.5% | +15.2% | -15.7% | -4.5% |
| 3M | -24.0% | +11.7% | -35.7% | -26.5% |
| 6M | -18.6% | +7.5% | -26.1% | -20.9% |
| YTD | -17.7% | -28.8% | +11.1% | -10.2% |
| 1Y | -20.0% | -29.1% | +9.1% | -12.6% |
| 3Y | -20.2% | -7.0% | -13.2% | -21.4% |
| 5Y | +8.4% | -22.1% | +30.4% | +10.7% |
| 10Y | -76.4% | +64.9% | -141.3% | -78.1% |
| All | -76.4% | +64.3% | -140.7% | -78.1% |
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