+101.4%
PFE vs HDB
+4,142.9%
-4,041.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | -3.7% | +13.3% | -17.0% | -6.1% |
| 30D | +5.0% | +13.6% | -8.6% | +2.3% |
| 3M | +12.2% | +5.8% | +6.4% | +10.7% |
| 6M | +14.6% | -1.9% | +16.5% | +14.4% |
| YTD | +24.1% | -31.2% | +55.3% | +32.6% |
| 1Y | +26.6% | -29.6% | +56.1% | +34.5% |
| 3Y | +14.3% | -10.1% | +24.4% | +14.1% |
| 5Y | -21.9% | -24.3% | +2.4% | -20.5% |
| 10Y | +62.6% | +59.3% | +3.4% | +35.9% |
| All | +101.4% | +4,142.9% | -4,041.6% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling