+262.3%
HAL vs PEGA
+1,035.4%
-773.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.1% |
| 7D | -12.0% | -4.5% | -7.5% | -11.5% |
| 30D | +0.3% | -5.7% | +6.0% | +0.8% |
| 3M | -1.6% | +2.6% | -4.2% | -2.2% |
| 6M | -20.5% | -10.6% | -9.9% | -20.1% |
| YTD | +14.2% | -45.5% | +59.7% | +20.2% |
| 1Y | +18.9% | -44.8% | +63.6% | +24.9% |
| 3Y | -13.7% | +45.5% | -59.3% | -20.7% |
| 5Y | +42.2% | -45.3% | +87.5% | +41.6% |
| 10Y | -16.7% | +102.4% | -119.1% | -27.2% |
| All | +262.3% | +1,035.4% | -773.1% | +140.8% |
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 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