-25.3%
HDB vs PENG
+42.1%
-67.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.4% | -10.6% | +1.0% |
| 7D | +13.3% | -19.4% | +32.8% | +14.5% |
| 30D | +13.6% | -42.4% | +55.9% | +17.2% |
| 3M | +5.8% | -25.6% | +31.4% | +6.5% |
| 6M | -1.9% | +7.3% | -9.2% | -6.0% |
| YTD | -31.2% | +113.9% | -145.1% | -38.6% |
| 1Y | -29.6% | +93.6% | -123.1% | -36.7% |
| 3Y | -10.1% | +170.2% | -180.3% | -25.9% |
| All | -25.3% | +42.1% | -67.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling