+94.9%
PFE vs HDB
+3,812.1%
-3,717.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 3M | +12.7% | -3.5% | +16.2% | +13.1% |
| 6M | +10.5% | -24.7% | +35.3% | +16.3% |
| YTD | +20.2% | -36.6% | +56.7% | +30.7% |
| 1Y | +24.1% | -34.4% | +58.4% | +33.9% |
| 3Y | -3.6% | -24.4% | +20.8% | -0.2% |
| 5Y | -20.9% | -35.4% | +14.5% | -16.7% |
| 10Y | +35.8% | +39.5% | -3.7% | +16.8% |
| All | +94.9% | +3,812.1% | -3,717.2% | -1.8% |
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