+4.7%
PEP vs HDB
-35.4%
+40.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | -1.1% | -3.5% | +2.4% | -0.9% |
| 6M | -13.5% | -24.7% | +11.2% | -11.1% |
| YTD | -1.2% | -36.6% | +35.4% | +3.4% |
| 1Y | -1.6% | -34.4% | +32.8% | +2.6% |
| 3Y | -12.5% | -24.4% | +11.9% | -10.6% |
| All | +4.7% | -35.4% | +40.2% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling