-23.8%
PFE vs HDB
-23.2%
-0.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.7% | +2.7% | -4.4% | -2.0% |
| 30D | +0.3% | +14.1% | -13.8% | -1.3% |
| 3M | +9.4% | +11.8% | -2.4% | +7.7% |
| 6M | +14.9% | +8.2% | +6.7% | +13.3% |
| YTD | +23.8% | -29.3% | +53.1% | +28.9% |
| 1Y | +19.5% | -28.8% | +48.3% | +24.3% |
| 3Y | +21.0% | -7.5% | +28.5% | +20.3% |
| All | -23.8% | -23.2% | -0.6% | -27.6% |
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