+4.2%
HIG vs PEGA
-36.0%
+40.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.5% | -3.0% | +1.5% | -1.4% |
| 30D | -0.4% | +15.9% | -16.2% | -0.7% |
| 3M | +6.7% | +10.8% | -4.2% | +6.1% |
| 6M | +2.0% | -16.5% | +18.5% | +1.4% |
| YTD | +0.3% | -39.0% | +39.3% | -0.1% |
| 1Y | +4.2% | -37.3% | +41.5% | +3.2% |
| All | +4.2% | -36.0% | +40.2% | +3.2% |
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