+10.8%
HD vs PEGA
-46.5%
+57.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -2.1% | +3.3% | -5.3% | -2.5% |
| 30D | -8.4% | +17.7% | -26.2% | -10.7% |
| 3M | +4.3% | +5.8% | -1.5% | +2.9% |
| 6M | -11.1% | -20.3% | +9.1% | -8.9% |
| YTD | -4.7% | -37.1% | +32.5% | +0.8% |
| 1Y | -19.8% | -30.2% | +10.4% | -17.1% |
| 3Y | +4.1% | +48.1% | -44.0% | -10.3% |
| All | +10.8% | -46.5% | +57.2% | +9.9% |
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