+71.1%
HCA vs PEGA
-47.2%
+118.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.3% |
| 7D | +2.9% | -5.3% | +8.2% | +3.5% |
| 30D | +2.4% | +8.3% | -5.9% | +1.4% |
| 3M | +13.0% | +8.9% | +4.1% | +11.6% |
| 6M | -21.4% | -19.7% | -1.7% | -20.2% |
| YTD | -9.5% | -39.9% | +30.4% | -5.3% |
| 1Y | +7.5% | -36.4% | +43.9% | +11.3% |
| 3Y | +57.6% | +52.8% | +4.8% | +37.6% |
| 5Y | +71.1% | -45.7% | +116.8% | +60.8% |
| All | +71.1% | -47.2% | +118.3% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling