+102.5%
HIG vs PEGA
+49.1%
+53.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.8% |
| 7D | -0.5% | -6.1% | +5.7% | -0.2% |
| 30D | -2.8% | +6.4% | -9.2% | -3.1% |
| 3M | +6.3% | +2.9% | +3.4% | +6.0% |
| 6M | -0.1% | -23.8% | +23.7% | +0.8% |
| YTD | +0.4% | -41.1% | +41.5% | +2.7% |
| 1Y | +6.2% | -38.2% | +44.5% | +8.1% |
| All | +102.5% | +49.1% | +53.4% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling