+871.4%
HIG vs PEGA
+1,209.2%
-337.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.3% | +3.3% | -3.0% | -0.1% |
| 30D | -3.2% | +17.7% | -21.0% | -5.1% |
| 3M | +9.1% | +5.8% | +3.4% | +8.0% |
| 6M | -1.8% | -20.3% | +18.5% | 0.0% |
| YTD | +1.8% | -37.1% | +38.9% | +5.9% |
| 1Y | +4.6% | -30.2% | +34.8% | +7.1% |
| 3Y | +101.6% | +48.1% | +53.5% | +83.8% |
| 5Y | +124.5% | -46.8% | +171.3% | +124.0% |
| 10Y | +317.8% | +191.3% | +126.5% | +240.2% |
| All | +871.4% | +1,209.2% | -337.8% | +527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling