+102.2%
HAS vs PEGA
+92.7%
+9.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.5% |
| 7D | +3.3% | -8.2% | +11.5% | +4.9% |
| 30D | +30.5% | -11.6% | +42.1% | +33.5% |
| 3M | +29.9% | -4.2% | +34.0% | +30.5% |
| 6M | +26.5% | -12.0% | +38.5% | +28.2% |
| YTD | +51.9% | -46.9% | +98.8% | +68.5% |
| 1Y | +60.9% | -47.0% | +107.9% | +78.2% |
| 3Y | +215.0% | +40.9% | +174.1% | +159.8% |
| 5Y | +51.5% | -45.4% | +96.9% | +56.3% |
| 10Y | +102.2% | +95.9% | +6.3% | +45.3% |
| All | +102.2% | +92.7% | +9.5% | +45.3% |
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