+417.4%
HL vs PEGA
+48.1%
+369.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.5% |
| 7D | +7.1% | -2.4% | +9.5% | +7.4% |
| 30D | +21.4% | +9.6% | +11.8% | +19.8% |
| 3M | +37.4% | +2.3% | +35.1% | +36.5% |
| 6M | +0.4% | -23.9% | +24.3% | +4.4% |
| YTD | +6.7% | -39.8% | +46.5% | +15.1% |
| 1Y | +102.4% | -37.4% | +139.8% | +116.2% |
| 3Y | +417.4% | +53.1% | +364.3% | +314.0% |
| All | +417.4% | +48.1% | +369.4% | +314.0% |
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