-22.2%
HDB vs PENG
+50.3%
-72.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | +12.7% | -16.1% | +28.8% | +13.6% |
| 30D | +16.6% | -41.5% | +58.1% | +20.2% |
| 3M | +10.8% | -19.1% | +29.9% | +11.0% |
| 6M | +3.8% | +0.9% | +2.9% | +0.3% |
| YTD | -28.9% | +128.2% | -157.1% | -36.8% |
| 1Y | -28.0% | +98.6% | -126.5% | -35.3% |
| 3Y | -7.2% | +188.2% | -195.3% | -23.8% |
| 5Y | -22.2% | +55.5% | -77.8% | -35.6% |
| All | -22.2% | +50.3% | -72.6% | -35.6% |
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