+76.6%
PEP vs HDB
+34.0%
+42.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | +0.1% | -2.0% | +2.1% | +0.4% |
| 30D | +0.7% | -4.9% | +5.5% | +1.5% |
| 3M | -0.5% | -2.3% | +1.8% | -0.4% |
| 6M | -11.3% | -23.7% | +12.4% | -7.6% |
| YTD | -0.6% | -38.5% | +37.9% | +7.5% |
| 1Y | +1.7% | -36.5% | +38.1% | +9.2% |
| 3Y | -12.5% | -28.5% | +16.0% | -9.0% |
| 5Y | +3.9% | -37.4% | +41.3% | +9.4% |
| 10Y | +76.6% | +34.0% | +42.5% | +63.7% |
| All | +76.6% | +34.0% | +42.6% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling