-8.3%
PEG vs HDB
-37.9%
+29.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -0.9% | -6.2% | +5.3% | -0.5% |
| 30D | -2.8% | -6.2% | +3.5% | -2.3% |
| 3M | -6.9% | -5.9% | -1.1% | -6.8% |
| 6M | -11.4% | -25.9% | +14.5% | -9.2% |
| YTD | -7.4% | -40.2% | +32.8% | -1.7% |
| 1Y | -8.3% | -38.0% | +29.7% | -2.8% |
| All | -8.3% | -37.9% | +29.7% | -2.8% |
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