+61.3%
HDB vs PEGA
+99.2%
-37.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.3% |
| 7D | +13.7% | -10.0% | +23.7% | +15.6% |
| 30D | +15.8% | -12.7% | +28.5% | +18.3% |
| 3M | +9.2% | -4.6% | +13.8% | +9.5% |
| 6M | +3.2% | -13.1% | +16.2% | +4.5% |
| YTD | -29.4% | -47.6% | +18.2% | -22.8% |
| 1Y | -27.9% | -47.0% | +19.1% | -21.5% |
| 3Y | -5.9% | +42.0% | -47.9% | -21.3% |
| 5Y | -23.5% | -47.8% | +24.3% | -19.7% |
| 10Y | +61.3% | +92.0% | -30.6% | +21.9% |
| All | +61.3% | +99.2% | -37.8% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling