+189.2%
HAS vs PEGA
+43.4%
+145.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.2% |
| 7D | -0.2% | -4.5% | +4.4% | +0.2% |
| 30D | +31.0% | -5.7% | +36.7% | +31.6% |
| 3M | +30.7% | +2.6% | +28.1% | +30.3% |
| 6M | +23.9% | -10.6% | +34.5% | +24.5% |
| YTD | +48.3% | -45.5% | +93.8% | +54.7% |
| 1Y | +60.2% | -44.8% | +105.0% | +66.8% |
| 3Y | +189.2% | +45.5% | +143.7% | +169.7% |
| All | +189.2% | +43.4% | +145.8% | +169.7% |
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