+13.6%
PSA vs HDB
-37.8%
+51.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.4% |
| 7D | -0.4% | -2.0% | +1.6% | 0.0% |
| 30D | -8.2% | -4.9% | -3.3% | -7.3% |
| 3M | -2.1% | -2.3% | +0.2% | -2.1% |
| 6M | -0.2% | -23.7% | +23.5% | +4.5% |
| YTD | +18.5% | -38.5% | +57.0% | +29.0% |
| 1Y | +6.6% | -36.5% | +43.0% | +15.2% |
| 3Y | +24.5% | -28.5% | +52.9% | +30.0% |
| 5Y | +13.6% | -37.4% | +51.0% | +15.9% |
| All | +13.6% | -37.8% | +51.3% | +15.9% |
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