+148.7%
PEG vs HDB
+32.4%
+116.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -0.1% | -4.9% | +4.8% | +0.9% |
| 30D | -1.7% | -5.8% | +4.1% | -0.6% |
| 3M | -6.8% | -5.2% | -1.6% | -6.1% |
| 6M | -11.4% | -25.7% | +14.3% | -6.2% |
| YTD | -7.2% | -39.6% | +32.3% | +2.4% |
| 1Y | -6.1% | -36.9% | +30.8% | +2.6% |
| 3Y | +31.8% | -29.7% | +61.5% | +38.9% |
| 5Y | +35.6% | -37.8% | +73.4% | +44.9% |
| 10Y | +148.7% | +33.7% | +115.0% | +129.9% |
| All | +148.7% | +32.4% | +116.3% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling