-20.7%
PFE vs HDB
-35.4%
+14.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.8% | +0.4% | +1.3% | +1.7% |
| 30D | +10.2% | -2.8% | +13.0% | +10.6% |
| 3M | +12.7% | -3.5% | +16.2% | +12.9% |
| 6M | +10.5% | -24.7% | +35.3% | +14.1% |
| YTD | +20.2% | -36.6% | +56.7% | +26.8% |
| 1Y | +24.1% | -34.4% | +58.4% | +30.3% |
| 3Y | -3.6% | -24.4% | +20.8% | -1.2% |
| All | -20.7% | -35.4% | +14.7% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling