+153.3%
HBAN vs PEGA
+180.6%
-27.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.2% |
| 7D | -1.9% | -5.3% | +3.4% | -0.8% |
| 30D | -5.9% | +8.3% | -14.1% | -7.7% |
| 3M | +0.2% | +8.9% | -8.7% | -2.6% |
| 6M | +6.6% | -19.7% | +26.4% | +10.3% |
| YTD | -1.7% | -39.9% | +38.2% | +7.7% |
| 1Y | -1.7% | -36.4% | +34.7% | +5.5% |
| 3Y | +74.9% | +52.8% | +22.1% | +41.4% |
| 5Y | +36.0% | -45.7% | +81.6% | +43.7% |
| All | +153.3% | +180.6% | -27.2% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling