+3.7%
PEP vs HDB
-32.8%
+36.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +3.1% |
| 7D | +7.4% | +12.9% | -5.5% | +6.1% |
| 30D | +13.3% | +10.0% | +3.3% | +12.1% |
| 3M | +3.5% | +1.8% | +1.6% | +3.2% |
| 6M | -5.9% | -2.1% | -3.8% | -5.9% |
| YTD | +2.3% | -33.4% | +35.7% | +10.4% |
| 1Y | +3.7% | -32.9% | +36.6% | +11.9% |
| All | +3.7% | -32.8% | +36.5% | +11.9% |
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