+358.4%
PPL vs HDB
+4,068.7%
-3,710.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.0% | +13.3% | -12.3% | -1.5% |
| 30D | +6.8% | +10.2% | -3.3% | +4.7% |
| 3M | +3.9% | +3.6% | +0.3% | +2.9% |
| 6M | -2.0% | -0.5% | -1.5% | -2.5% |
| YTD | +5.3% | -32.4% | +37.7% | +12.8% |
| 1Y | +2.2% | -31.1% | +33.3% | +9.0% |
| 3Y | +56.7% | -12.6% | +69.3% | +57.5% |
| 5Y | +49.1% | -25.7% | +74.7% | +52.6% |
| 10Y | +63.6% | +56.5% | +7.2% | +40.6% |
| All | +358.4% | +4,068.7% | -3,710.3% | +156.6% |
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