+130.0%
HL vs PEGA
+97.3%
+32.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | -11.1% | +0.1% | -11.2% | -11.2% |
| 30D | -12.1% | -4.1% | -7.9% | -11.6% |
| 3M | -26.1% | -2.8% | -23.3% | -26.0% |
| 6M | -37.7% | -0.4% | -37.3% | -38.7% |
| YTD | -31.7% | -45.4% | +13.7% | -23.8% |
| 1Y | -11.6% | -42.6% | +31.0% | -2.7% |
| 3Y | +249.6% | +45.4% | +204.2% | +182.4% |
| 5Y | +108.5% | -44.6% | +153.1% | +111.1% |
| All | +130.0% | +97.3% | +32.7% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling