+483.7%
PEP vs HDB
+3,812.1%
-3,328.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +0.2% | -2.8% | +3.0% | +0.6% |
| 3M | -1.1% | -3.5% | +2.4% | -0.8% |
| 6M | -13.5% | -24.7% | +11.2% | -10.1% |
| YTD | -1.2% | -36.6% | +35.4% | +5.2% |
| 1Y | -1.6% | -34.4% | +32.8% | +4.2% |
| 3Y | -12.5% | -24.4% | +11.9% | -10.2% |
| 5Y | +3.0% | -35.4% | +38.4% | +7.1% |
| 10Y | +73.9% | +39.5% | +34.4% | +56.9% |
| All | +483.7% | +3,812.1% | -3,328.4% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling