+835.7%
PM vs HDB
+555.8%
+279.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | -5.2% | +13.3% | -18.6% | -7.8% |
| 30D | +2.7% | +13.6% | -10.9% | -0.2% |
| 3M | +5.2% | +5.8% | -0.5% | +3.6% |
| 6M | +17.0% | -1.9% | +18.9% | +16.7% |
| YTD | +25.5% | -31.2% | +56.7% | +34.9% |
| 1Y | +35.5% | -29.6% | +65.1% | +44.9% |
| 3Y | +143.9% | -10.1% | +154.0% | +143.7% |
| 5Y | +161.8% | -24.3% | +186.2% | +167.7% |
| 10Y | +235.9% | +59.3% | +176.6% | +177.5% |
| All | +835.7% | +555.8% | +279.9% | +376.4% |
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