+1.2%
HAL vs PEGA
+175.4%
-174.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.2% |
| 7D | +0.5% | -2.4% | +2.9% | +1.0% |
| 30D | +15.9% | +9.6% | +6.3% | +13.4% |
| 3M | -8.7% | +2.3% | -11.0% | -10.1% |
| 6M | +9.0% | -23.9% | +32.9% | +14.0% |
| YTD | +32.0% | -39.8% | +71.8% | +44.3% |
| 1Y | +72.5% | -37.4% | +109.9% | +85.9% |
| 3Y | -4.5% | +53.1% | -57.7% | -24.6% |
| 5Y | +109.7% | -47.2% | +156.9% | +133.6% |
| 10Y | +1.2% | +174.3% | -173.1% | -42.5% |
| All | +1.2% | +175.4% | -174.2% | -42.5% |
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