+34.8%
HDB vs PENG
+644.0%
-609.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | +12.7% | -16.1% | +28.8% | +14.0% |
| 30D | +16.6% | -41.5% | +58.1% | +21.6% |
| 3M | +10.8% | -19.1% | +29.9% | +11.2% |
| 6M | +3.8% | +0.9% | +2.9% | -0.4% |
| YTD | -28.9% | +128.2% | -157.1% | -38.4% |
| 1Y | -28.0% | +98.6% | -126.5% | -36.8% |
| 3Y | -7.2% | +188.2% | -195.3% | -25.5% |
| 5Y | -22.2% | +55.5% | -77.8% | -35.5% |
| All | +34.8% | +644.0% | -609.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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