-19.1%
HAL vs PEGA
+99.2%
-118.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.0% |
| 7D | -7.9% | -10.0% | +2.1% | -5.8% |
| 30D | -2.1% | -12.7% | +10.6% | +0.5% |
| 3M | +0.4% | -4.6% | +5.0% | +0.8% |
| 6M | -19.2% | -13.1% | -6.2% | -18.1% |
| YTD | +14.4% | -47.6% | +61.9% | +28.2% |
| 1Y | +18.0% | -47.0% | +65.0% | +31.7% |
| 3Y | -9.7% | +42.0% | -51.7% | -27.9% |
| 5Y | +40.1% | -47.8% | +88.0% | +52.0% |
| 10Y | -19.1% | +92.0% | -111.1% | -43.5% |
| All | -19.1% | +99.2% | -118.3% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling