+12.9%
HAS vs PEGA
-46.5%
+59.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | -1.8% | +3.3% | -5.1% | -2.2% |
| 30D | +2.3% | +17.7% | -15.5% | +0.1% |
| 3M | +10.4% | +5.8% | +4.6% | +9.1% |
| 6M | -3.2% | -20.3% | +17.0% | -1.1% |
| YTD | +15.4% | -37.1% | +52.6% | +21.3% |
| 1Y | +18.8% | -30.2% | +49.0% | +22.6% |
| 3Y | +43.9% | +48.1% | -4.2% | +27.8% |
| All | +12.9% | -46.5% | +59.4% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling