-14.9%
HAL vs PEGA
+97.3%
-112.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.9% |
| 7D | +6.1% | +0.1% | +6.0% | +6.0% |
| 30D | +2.9% | -4.1% | +7.0% | +3.5% |
| 3M | +3.3% | -2.8% | +6.2% | +3.4% |
| 6M | -16.9% | -0.4% | -16.5% | -18.2% |
| YTD | +21.2% | -45.4% | +66.6% | +34.7% |
| 1Y | +27.5% | -42.6% | +70.2% | +39.9% |
| 3Y | -6.4% | +45.4% | -51.9% | -25.7% |
| 5Y | +58.0% | -44.6% | +102.6% | +68.3% |
| All | -14.9% | +97.3% | -112.2% | -44.8% |
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 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