-35.7%
HDB vs PENG
+115.2%
-151.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -0.9% |
| 7D | +0.4% | +4.5% | -4.1% | +0.1% |
| 30D | -2.8% | -7.1% | +4.3% | -2.4% |
| 3M | -3.5% | -27.3% | +23.7% | -2.3% |
| 6M | -24.7% | +169.6% | -194.3% | -32.9% |
| YTD | -36.6% | +164.6% | -201.2% | -43.6% |
| 1Y | -34.4% | +109.5% | -143.8% | -40.6% |
| 3Y | -24.4% | +98.9% | -123.3% | -34.3% |
| All | -35.7% | +115.2% | -151.0% | -45.4% |
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