-35.7%
HDB vs PEGA
-46.5%
+10.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | +0.4% | +3.3% | -2.9% | +0.1% |
| 30D | -2.8% | +17.7% | -20.6% | -4.4% |
| 3M | -3.5% | +5.8% | -9.3% | -4.4% |
| 6M | -24.7% | -20.3% | -4.5% | -23.6% |
| YTD | -36.6% | -37.1% | +0.6% | -34.4% |
| 1Y | -34.4% | -30.2% | -4.2% | -33.0% |
| 3Y | -24.4% | +48.1% | -72.5% | -31.8% |
| All | -35.7% | -46.5% | +10.7% | -29.7% |
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