+49.6%
PFE vs HDB
+61.5%
-11.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.0% |
| 7D | -4.7% | +13.7% | -18.4% | -6.7% |
| 30D | +3.4% | +15.8% | -12.5% | +0.8% |
| 3M | +9.2% | +9.2% | 0.0% | +7.5% |
| 6M | +15.8% | +3.2% | +12.7% | +14.7% |
| YTD | +23.4% | -29.4% | +52.8% | +30.1% |
| 1Y | +25.8% | -27.9% | +53.7% | +32.1% |
| 3Y | +17.8% | -5.9% | +23.7% | +16.6% |
| 5Y | -20.2% | -23.5% | +3.3% | -19.1% |
| 10Y | +49.6% | +61.3% | -11.7% | +36.5% |
| All | +49.6% | +61.5% | -11.9% | +36.5% |
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