+249.3%
HL vs PEGA
-48.2%
+297.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.3% |
| 7D | +0.4% | -6.1% | +6.5% | +1.4% |
| 30D | +18.8% | +6.4% | +12.4% | +17.5% |
| 3M | +43.7% | +2.9% | +40.8% | +42.0% |
| 6M | -1.0% | -23.8% | +22.8% | +2.8% |
| YTD | +8.7% | -41.1% | +49.8% | +17.7% |
| 1Y | +105.0% | -38.2% | +143.2% | +119.2% |
| 3Y | +427.3% | +49.8% | +377.4% | +346.2% |
| 5Y | +249.3% | -48.0% | +297.3% | +236.4% |
| All | +249.3% | -48.2% | +297.5% | +236.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling