+215.0%
HAS vs PEGA
+44.0%
+171.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.6% |
| 7D | +3.3% | -8.2% | +11.5% | +4.0% |
| 30D | +30.5% | -11.6% | +42.1% | +31.7% |
| 3M | +29.9% | -4.2% | +34.0% | +30.2% |
| 6M | +26.5% | -12.0% | +38.5% | +27.3% |
| YTD | +51.9% | -46.9% | +98.8% | +58.8% |
| 1Y | +60.9% | -47.0% | +107.9% | +68.0% |
| 3Y | +215.0% | +40.9% | +174.1% | +199.9% |
| All | +215.0% | +44.0% | +171.0% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling