-25.3%
HDB vs PEGA
-45.3%
+19.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.1% |
| 7D | +13.3% | -4.5% | +17.9% | +13.8% |
| 30D | +13.6% | -5.7% | +19.2% | +14.1% |
| 3M | +5.8% | +2.7% | +3.1% | +5.2% |
| 6M | -1.9% | -10.5% | +8.6% | -1.4% |
| YTD | -31.2% | -45.4% | +14.2% | -28.0% |
| 1Y | -29.6% | -44.7% | +15.2% | -26.5% |
| 3Y | -10.1% | +45.7% | -55.8% | -19.0% |
| All | -25.3% | -45.3% | +19.9% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling