-11.7%
HDB vs PENG
+153.0%
-164.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.0% | +24.5% | +2.2% |
| 7D | +13.3% | -36.7% | +50.0% | +14.7% |
| 30D | +10.2% | -42.0% | +52.2% | +11.7% |
| 3M | +3.6% | -33.2% | +36.8% | +4.1% |
| 6M | -0.5% | +2.1% | -2.6% | -2.9% |
| YTD | -32.4% | +90.3% | -122.7% | -36.4% |
| 1Y | -31.1% | +67.7% | -98.7% | -34.8% |
| All | -11.7% | +153.0% | -164.7% | -28.1% |
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 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