+28.2%
HDB vs PENG
+520.3%
-492.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.0% | +24.5% | +3.7% |
| 7D | +13.3% | -36.7% | +50.0% | +17.6% |
| 30D | +10.2% | -42.0% | +52.2% | +14.8% |
| 3M | +3.6% | -33.2% | +36.8% | +5.9% |
| 6M | -0.5% | +2.1% | -2.6% | -5.1% |
| YTD | -32.4% | +90.3% | -122.7% | -40.4% |
| 1Y | -31.1% | +67.7% | -98.7% | -38.5% |
| 3Y | -12.6% | +154.2% | -166.9% | -29.1% |
| 5Y | -25.7% | +28.3% | -54.0% | -37.1% |
| All | +28.2% | +520.3% | -492.2% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling