-11.9%
PEP vs HDB
-24.6%
+12.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | +0.2% | -2.8% | +3.0% | +0.4% |
| 3M | -1.1% | -3.5% | +2.4% | -0.9% |
| 6M | -13.5% | -24.7% | +11.2% | -12.2% |
| YTD | -1.2% | -36.6% | +35.4% | +1.1% |
| 1Y | -1.6% | -34.4% | +32.8% | +0.6% |
| All | -11.9% | -24.6% | +12.6% | -10.5% |
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