+34.0%
HDB vs PENG
+689.3%
-655.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +1.0% |
| 7D | +2.7% | +13.2% | -10.5% | +1.4% |
| 30D | +14.1% | -29.9% | +44.1% | +17.0% |
| 3M | +11.8% | -22.2% | +34.1% | +12.7% |
| 6M | +8.2% | -1.9% | +10.1% | +4.1% |
| YTD | -29.3% | +142.1% | -171.4% | -39.2% |
| 1Y | -28.8% | +151.5% | -180.3% | -39.0% |
| 3Y | -7.5% | +206.9% | -214.4% | -26.2% |
| 5Y | -23.1% | +58.2% | -81.3% | -36.2% |
| All | +34.0% | +689.3% | -655.3% | -8.2% |
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