+6.7%
HCA vs PEGA
-36.0%
+42.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | +5.4% | -3.0% | +8.4% | +5.4% |
| 30D | +3.0% | +15.9% | -12.9% | +2.9% |
| 3M | +13.0% | +10.8% | +2.2% | +12.4% |
| 6M | -20.3% | -16.5% | -3.8% | -21.3% |
| YTD | -8.2% | -39.0% | +30.8% | -7.3% |
| 1Y | +6.7% | -37.3% | +44.0% | +6.5% |
| All | +6.7% | -36.0% | +42.7% | +6.5% |
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