-23.2%
HD vs PEGA
-35.6%
+12.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -2.1% |
| 7D | -1.2% | -2.4% | +1.2% | -1.1% |
| 30D | -11.1% | +9.6% | -20.8% | -11.5% |
| 3M | +2.0% | +2.3% | -0.3% | +1.4% |
| 6M | -10.5% | -23.9% | +13.4% | -10.6% |
| YTD | -6.9% | -39.8% | +32.9% | -6.9% |
| 1Y | -23.2% | -37.4% | +14.2% | -23.5% |
| All | -23.2% | -35.6% | +12.4% | -23.5% |
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