+116.1%
PG vs HDB
+42.1%
+74.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.9% | -5.3% | +0.5% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +0.8% | +1.0% | -0.2% | +0.6% |
| 3M | -1.3% | -2.0% | +0.6% | -1.3% |
| 6M | -3.8% | -18.1% | +14.3% | -1.0% |
| YTD | +3.6% | -36.1% | +39.7% | +10.9% |
| 1Y | -5.7% | -34.0% | +28.3% | +0.3% |
| 3Y | +1.6% | -26.7% | +28.3% | +5.3% |
| 5Y | +14.6% | -33.9% | +48.5% | +19.4% |
| All | +116.1% | +42.1% | +74.1% | +92.3% |
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 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