+167.5%
PEG vs HDB
+63.5%
+104.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | +4.5% | +2.7% | +1.8% | +3.9% |
| 30D | +7.5% | +14.1% | -6.6% | +4.6% |
| 3M | +0.8% | +11.8% | -11.0% | -1.7% |
| 6M | 0.0% | +8.2% | -8.1% | -2.1% |
| YTD | -3.0% | -29.3% | +26.3% | +3.5% |
| 1Y | -4.7% | -28.8% | +24.0% | +1.5% |
| 3Y | +36.5% | -7.5% | +43.9% | +35.4% |
| 5Y | +44.4% | -23.1% | +67.4% | +47.3% |
| All | +167.5% | +63.5% | +104.0% | +135.5% |
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