+498.2%
HCA vs PEGA
+184.6%
+313.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +5.4% | -3.0% | +8.4% | +5.9% |
| 30D | +3.0% | +15.9% | -12.9% | +0.2% |
| 3M | +13.0% | +10.8% | +2.2% | +10.3% |
| 6M | -20.3% | -16.5% | -3.8% | -18.7% |
| YTD | -8.2% | -39.0% | +30.8% | -1.6% |
| 1Y | +6.7% | -37.3% | +44.0% | +13.2% |
| 3Y | +60.4% | +59.2% | +1.2% | +29.1% |
| 5Y | +73.4% | -44.9% | +118.3% | +78.3% |
| All | +498.2% | +184.6% | +313.5% | +377.0% |
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 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