-19.1%
PCG vs HDB
-27.5%
+8.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -0.5% | +12.7% | -13.2% | -1.6% |
| 30D | +0.8% | +16.6% | -15.8% | -0.8% |
| 3M | -22.0% | +10.8% | -32.8% | -22.7% |
| 6M | -17.1% | +3.8% | -20.9% | -17.7% |
| YTD | -16.9% | -28.9% | +12.0% | -13.8% |
| 1Y | -19.1% | -28.0% | +8.9% | -16.3% |
| All | -19.1% | -27.5% | +8.4% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling