+50.4%
PNC vs HDB
-38.7%
+89.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -0.7% | -4.9% | +4.1% | +0.8% |
| 30D | -4.4% | -5.8% | +1.4% | -2.7% |
| 3M | +4.5% | -5.2% | +9.7% | +5.6% |
| 6M | +19.1% | -25.7% | +44.8% | +29.7% |
| YTD | +18.0% | -39.6% | +57.6% | +37.2% |
| 1Y | +24.1% | -36.9% | +61.0% | +41.8% |
| 3Y | +130.0% | -29.7% | +159.7% | +148.5% |
| 5Y | +50.4% | -37.8% | +88.2% | +66.5% |
| All | +50.4% | -38.7% | +89.1% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling