+40.8%
PEG vs HDB
-22.5%
+63.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | +2.6% | +12.7% | -10.1% | +0.7% |
| 30D | +3.3% | +16.6% | -13.3% | +0.9% |
| 3M | +1.1% | +10.8% | -9.7% | -0.6% |
| 6M | -1.4% | +3.8% | -5.3% | -2.4% |
| YTD | -4.6% | -28.9% | +24.3% | +0.5% |
| 1Y | -7.2% | -28.0% | +20.8% | -2.5% |
| 3Y | +33.7% | -7.2% | +40.9% | +33.0% |
| 5Y | +40.8% | -22.2% | +63.1% | +43.8% |
| All | +40.8% | -22.5% | +63.3% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling