+80.3%
PEP vs HDB
+61.5%
+18.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | +1.0% | +13.7% | -12.7% | -1.1% |
| 30D | +12.6% | +15.8% | -3.2% | +9.8% |
| 3M | +3.1% | +9.2% | -6.1% | +1.5% |
| 6M | -6.3% | +3.2% | -9.4% | -7.2% |
| YTD | +1.9% | -29.4% | +31.2% | +7.4% |
| 1Y | +3.3% | -27.9% | +31.2% | +8.5% |
| 3Y | -4.8% | -5.9% | +1.0% | -6.0% |
| 5Y | +2.0% | -23.5% | +25.5% | +3.5% |
| 10Y | +80.3% | +61.3% | +19.0% | +59.6% |
| All | +80.3% | +61.5% | +18.8% | +59.6% |
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