+164.5%
PEG vs HDB
+64.3%
+100.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.5% | +6.9% | -5.5% | +0.1% |
| 30D | +5.0% | +15.2% | -10.2% | +1.9% |
| 3M | -0.3% | +11.7% | -12.0% | -2.8% |
| 6M | -2.7% | +7.5% | -10.2% | -4.6% |
| YTD | -5.1% | -28.8% | +23.7% | +1.2% |
| 1Y | -8.3% | -29.1% | +20.8% | -2.1% |
| 3Y | +33.0% | -7.0% | +40.1% | +31.9% |
| 5Y | +41.3% | -22.1% | +63.3% | +43.8% |
| 10Y | +164.5% | +64.9% | +99.6% | +132.4% |
| All | +164.5% | +64.3% | +100.2% | +132.4% |
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