+1,504.3%
HAS vs PEGA
+1,035.4%
+468.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.2% |
| 7D | -0.2% | -4.5% | +4.4% | +0.3% |
| 30D | +31.0% | -5.7% | +36.7% | +31.8% |
| 3M | +30.7% | +2.6% | +28.1% | +30.1% |
| 6M | +23.9% | -10.6% | +34.5% | +24.6% |
| YTD | +48.3% | -45.5% | +93.8% | +55.7% |
| 1Y | +60.2% | -44.8% | +105.0% | +67.9% |
| 3Y | +189.2% | +45.5% | +143.7% | +168.3% |
| 5Y | +50.4% | -45.3% | +95.7% | +50.2% |
| 10Y | +104.2% | +102.4% | +1.8% | +80.0% |
| All | +1,504.3% | +1,035.4% | +468.9% | +916.8% |
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