+95.5%
HIG vs PEGA
+46.3%
+49.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +4.2% | -4.1% | +8.3% | +4.4% |
| 3M | +0.2% | -2.8% | +3.0% | +0.3% |
| 6M | +4.6% | -0.4% | +5.0% | +4.4% |
| YTD | +1.1% | -45.4% | +46.5% | +3.6% |
| 1Y | +4.7% | -42.6% | +47.3% | +7.0% |
| 3Y | +95.5% | +45.4% | +50.0% | +92.3% |
| All | +95.5% | +46.3% | +49.1% | +92.3% |
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