+1,148.4%
HAS vs PEGA
+1,209.2%
-60.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | -1.8% | +3.3% | -5.1% | -2.1% |
| 30D | +2.3% | +17.7% | -15.5% | +0.5% |
| 3M | +10.4% | +5.8% | +4.6% | +9.3% |
| 6M | -3.2% | -20.3% | +17.0% | -1.7% |
| YTD | +15.4% | -37.1% | +52.6% | +19.6% |
| 1Y | +18.8% | -30.2% | +49.0% | +21.5% |
| 3Y | +43.9% | +48.1% | -4.2% | +33.2% |
| 5Y | +13.9% | -46.8% | +60.7% | +14.0% |
| 10Y | +56.4% | +191.3% | -134.9% | +33.4% |
| All | +1,148.4% | +1,209.2% | -60.9% | +680.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling