+737.4%
PG vs HDB
+3,694.0%
-2,956.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.1% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | -0.1% | -4.9% | +4.7% | +0.6% |
| 3M | +1.1% | -2.3% | +3.4% | +1.2% |
| 6M | -3.8% | -23.7% | +19.9% | -0.2% |
| YTD | +3.8% | -38.5% | +42.3% | +11.2% |
| 1Y | -5.8% | -36.5% | +30.7% | +0.4% |
| 3Y | +3.0% | -28.5% | +31.5% | +6.8% |
| 5Y | +14.5% | -37.4% | +51.8% | +19.8% |
| 10Y | +117.8% | +34.0% | +83.7% | +97.1% |
| All | +737.4% | +3,694.0% | -2,956.6% | +437.0% |
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