+92.6%
HAS vs PEGA
+97.3%
-4.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +26.3% | -4.1% | +30.4% | +27.2% |
| 3M | +25.6% | -2.8% | +28.4% | +25.9% |
| 6M | +30.3% | -0.4% | +30.7% | +28.7% |
| YTD | +50.4% | -45.4% | +95.7% | +65.8% |
| 1Y | +57.7% | -42.6% | +100.3% | +71.8% |
| 3Y | +213.4% | +45.4% | +168.0% | +156.7% |
| 5Y | +49.1% | -44.6% | +93.7% | +53.8% |
| All | +92.6% | +97.3% | -4.8% | +36.6% |
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