-2.2%
HBAN vs PEGA
-37.0%
+34.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | -1.9% | -5.3% | +3.4% | -1.8% |
| 30D | -5.9% | +8.3% | -14.1% | -6.1% |
| 3M | +0.2% | +8.9% | -8.7% | 0.0% |
| 6M | +6.6% | -19.7% | +26.4% | +7.7% |
| YTD | -1.7% | -39.9% | +38.2% | +1.9% |
| All | -2.2% | -37.0% | +34.8% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling