+2,071.1%
HCA vs PEGA
+267.7%
+1,803.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +6.1% | -4.1% | +10.2% | +6.7% |
| 3M | +21.4% | -2.8% | +24.3% | +21.5% |
| 6M | +17.2% | -0.4% | +17.6% | +16.0% |
| YTD | +7.5% | -45.4% | +52.9% | +16.7% |
| 1Y | +6.2% | -42.6% | +48.8% | +14.1% |
| 3Y | +122.0% | +45.4% | +76.6% | +86.2% |
| 5Y | +112.2% | -44.6% | +156.8% | +108.7% |
| 10Y | +675.7% | +91.2% | +584.5% | +487.5% |
| All | +2,071.1% | +267.7% | +1,803.4% | +1,385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling