+199.0%
PNC vs HDB
+63.5%
+135.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | +3.1% | +2.7% | +0.3% | +2.0% |
| 30D | +7.6% | +14.1% | -6.5% | +1.9% |
| 3M | -8.1% | +11.8% | -20.0% | -12.6% |
| 6M | +12.6% | +8.2% | +4.4% | +7.9% |
| YTD | +15.0% | -29.3% | +44.3% | +30.4% |
| 1Y | +30.4% | -28.8% | +59.2% | +47.3% |
| 3Y | +116.1% | -7.5% | +123.6% | +111.3% |
| 5Y | +37.5% | -23.1% | +60.5% | +43.0% |
| All | +199.0% | +63.5% | +135.4% | +120.1% |
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