+3,769.4%
HDB vs PEGA
+4,575.8%
-806.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | +0.4% | +3.3% | -2.9% | -0.2% |
| 30D | -2.8% | +17.7% | -20.6% | -5.9% |
| 3M | -3.5% | +5.8% | -9.3% | -5.2% |
| 6M | -24.7% | -20.3% | -4.5% | -22.4% |
| YTD | -36.6% | -37.1% | +0.6% | -32.3% |
| 1Y | -34.4% | -30.2% | -4.2% | -31.7% |
| 3Y | -24.4% | +48.1% | -72.5% | -35.4% |
| 5Y | -35.4% | -46.8% | +11.4% | -35.4% |
| 10Y | +39.5% | +191.3% | -151.8% | -3.1% |
| All | +3,769.4% | +4,575.8% | -806.4% | +1,471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling