+47.7%
PPL vs HDB
-23.0%
+70.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.7% |
| 7D | -1.2% | +13.7% | -14.9% | -3.0% |
| 30D | +4.2% | +15.8% | -11.6% | +2.1% |
| 3M | +1.5% | +9.2% | -7.7% | +0.1% |
| 6M | +1.0% | +3.2% | -2.1% | +0.3% |
| YTD | +4.4% | -29.4% | +33.8% | +9.7% |
| 1Y | +0.8% | -27.9% | +28.7% | +5.5% |
| 3Y | +56.5% | -5.9% | +62.3% | +55.2% |
| 5Y | +47.7% | -23.5% | +71.2% | +48.7% |
| All | +47.7% | -23.0% | +70.6% | +48.7% |
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