+35.2%
PFE vs HDB
+32.4%
+2.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | -4.3% | -4.9% | +0.6% | -3.5% |
| 30D | +2.7% | -5.8% | +8.5% | +3.7% |
| 3M | +10.0% | -5.2% | +15.2% | +10.7% |
| 6M | +7.2% | -25.7% | +32.9% | +12.2% |
| YTD | +17.3% | -39.6% | +56.9% | +27.3% |
| 1Y | +20.3% | -36.9% | +57.2% | +29.4% |
| 3Y | -1.6% | -29.7% | +28.1% | +2.7% |
| 5Y | -21.4% | -37.8% | +16.4% | -17.3% |
| 10Y | +35.2% | +33.7% | +1.5% | +24.0% |
| All | +35.2% | +32.4% | +2.8% | +24.0% |
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