+25.6%
HAL vs PEGA
-44.4%
+70.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | -7.7% | -2.9% | -4.9% | -7.9% |
| 30D | +0.7% | -0.5% | +1.2% | +0.7% |
| 3M | +2.5% | +8.5% | -6.0% | +3.2% |
| 6M | -20.7% | -6.3% | -14.4% | -20.6% |
| YTD | +18.4% | -42.2% | +60.6% | +19.3% |
| 1Y | +25.6% | -43.4% | +69.0% | +27.8% |
| All | +25.6% | -44.4% | +70.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling