-4.6%
PEP vs HDB
-12.6%
+8.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +6.7% | +13.3% | -6.6% | +5.9% |
| 30D | +13.5% | +10.2% | +3.4% | +12.8% |
| 3M | +3.9% | +3.6% | +0.4% | +3.6% |
| 6M | -6.0% | -0.5% | -5.5% | -6.1% |
| YTD | +2.5% | -32.4% | +34.9% | +4.0% |
| 1Y | +3.9% | -31.1% | +35.0% | +5.5% |
| All | -4.6% | -12.6% | +8.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling