+752.0%
PEG vs HDB
+3,812.1%
-3,060.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -2.4% | -2.8% | +0.4% | -1.9% |
| 3M | -4.8% | -3.5% | -1.3% | -4.4% |
| 6M | -10.7% | -24.7% | +14.0% | -6.0% |
| YTD | -6.7% | -36.6% | +29.9% | +1.6% |
| 1Y | -6.8% | -34.4% | +27.5% | +0.7% |
| 3Y | +34.5% | -24.4% | +58.9% | +39.5% |
| 5Y | +35.8% | -35.4% | +71.1% | +43.4% |
| 10Y | +141.7% | +39.5% | +102.2% | +110.0% |
| All | +752.0% | +3,812.1% | -3,060.2% | +384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling