-5.9%
HDB vs PENG
+191.6%
-197.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.3% | -6.6% | +2.4% |
| 7D | +13.7% | -3.8% | +17.5% | +13.5% |
| 30D | +15.8% | -40.1% | +55.9% | +17.6% |
| 3M | +9.2% | -21.8% | +31.0% | +9.3% |
| 6M | +3.2% | +3.3% | -0.2% | +1.1% |
| YTD | -29.4% | +133.6% | -163.0% | -33.9% |
| 1Y | -27.9% | +110.7% | -138.6% | -32.3% |
| 3Y | -5.9% | +204.3% | -210.1% | -24.8% |
| All | -5.9% | +191.6% | -197.5% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling