+33.5%
PEG vs HDB
-27.8%
+61.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.1% |
| 7D | +1.0% | -2.0% | +3.1% | +1.3% |
| 30D | -1.9% | -4.9% | +3.0% | -1.3% |
| 3M | -3.7% | -2.3% | -1.4% | -3.7% |
| 6M | -9.4% | -23.7% | +14.3% | -6.6% |
| YTD | -6.0% | -38.5% | +32.5% | -0.1% |
| 1Y | -4.4% | -36.5% | +32.1% | +1.1% |
| 3Y | +33.5% | -28.5% | +62.0% | +37.4% |
| All | +33.5% | -27.8% | +61.3% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling