+20.3%
PSA vs HDB
-30.2%
+50.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -2.2% | -4.9% | +2.6% | -1.4% |
| 30D | -9.6% | -5.8% | -3.7% | -8.7% |
| 3M | -7.9% | -5.2% | -2.7% | -7.4% |
| 6M | -2.0% | -25.7% | +23.7% | +2.2% |
| YTD | +15.7% | -39.6% | +55.3% | +24.2% |
| 1Y | +5.8% | -36.9% | +42.7% | +12.7% |
| All | +20.3% | -30.2% | +50.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling