+736.9%
PNC vs HDB
+3,812.1%
-3,075.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -3.8% | -2.8% | -1.0% | -2.8% |
| 3M | +9.0% | -3.5% | +12.6% | +9.9% |
| 6M | +16.6% | -24.7% | +41.4% | +29.1% |
| YTD | +20.4% | -36.6% | +57.0% | +42.4% |
| 1Y | +22.3% | -34.4% | +56.7% | +42.3% |
| 3Y | +124.5% | -24.4% | +148.9% | +140.6% |
| 5Y | +54.1% | -35.4% | +89.4% | +72.7% |
| 10Y | +276.3% | +39.5% | +236.7% | +195.0% |
| All | +736.9% | +3,812.1% | -3,075.2% | +173.0% |
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