-28.8%
HDB vs PENG
+130.4%
-159.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +0.6% |
| 7D | +2.7% | +13.2% | -10.5% | +2.4% |
| 30D | +14.1% | -29.9% | +44.1% | +15.1% |
| 3M | +11.8% | -22.2% | +34.1% | +11.8% |
| 6M | +8.2% | -1.9% | +10.1% | +4.6% |
| YTD | -29.3% | +142.1% | -171.4% | -38.7% |
| 1Y | -28.8% | +151.5% | -180.3% | -38.3% |
| All | -28.8% | +130.4% | -159.1% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling