+1,645.7%
HCA vs PEGA
+305.6%
+1,340.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | 0.0% |
| 7D | -2.8% | -2.4% | -0.4% | -2.4% |
| 30D | -2.7% | +9.6% | -12.4% | -4.5% |
| 3M | +11.5% | +2.3% | +9.2% | +10.3% |
| 6M | -24.3% | -23.9% | -0.4% | -21.6% |
| YTD | -13.6% | -39.8% | +26.2% | -7.4% |
| 1Y | -3.2% | -37.4% | +34.2% | +2.5% |
| 3Y | +50.4% | +53.1% | -2.7% | +25.5% |
| 5Y | +64.8% | -47.2% | +112.0% | +65.2% |
| 10Y | +456.6% | +174.3% | +282.2% | +296.8% |
| All | +1,645.7% | +305.6% | +1,340.2% | +1,078.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling