+261.2%
HL vs PEGA
+180.6%
+80.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.4% |
| 7D | -5.6% | -5.3% | -0.3% | -4.5% |
| 30D | +12.7% | +8.3% | +4.5% | +10.6% |
| 3M | +42.5% | +8.9% | +33.6% | +38.3% |
| 6M | -9.0% | -19.7% | +10.7% | -5.8% |
| YTD | +4.4% | -39.9% | +44.3% | +14.6% |
| 1Y | +82.7% | -36.4% | +119.1% | +96.8% |
| 3Y | +406.3% | +52.8% | +353.5% | +306.7% |
| 5Y | +238.2% | -45.7% | +283.8% | +249.1% |
| All | +261.2% | +180.6% | +80.7% | +102.2% |
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 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