+321.8%
HAL vs PEGA
+1,209.2%
-887.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +2.9% | +3.3% | -0.4% | +2.6% |
| 30D | +17.0% | +17.7% | -0.7% | +14.8% |
| 3M | -9.7% | +5.8% | -15.4% | -10.7% |
| 6M | +8.6% | -20.3% | +28.9% | +10.4% |
| YTD | +33.0% | -37.1% | +70.1% | +38.0% |
| 1Y | +68.3% | -30.2% | +98.5% | +72.3% |
| 3Y | +0.1% | +48.1% | -48.0% | -8.1% |
| 5Y | +102.6% | -46.8% | +149.4% | +102.8% |
| 10Y | +3.8% | +191.3% | -187.5% | -12.4% |
| All | +321.8% | +1,209.2% | -887.4% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling