-8.3%
PEG vs HDB
-28.3%
+20.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.5% | +6.9% | -5.5% | +0.9% |
| 30D | +5.0% | +15.2% | -10.2% | +3.8% |
| 3M | -0.3% | +11.7% | -12.0% | -1.2% |
| 6M | -2.7% | +7.5% | -10.2% | -3.5% |
| YTD | -5.1% | -28.8% | +23.7% | -0.3% |
| 1Y | -8.3% | -29.1% | +20.8% | -3.2% |
| All | -8.3% | -28.3% | +20.0% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling