-35.1%
HL vs PEGA
-6.5%
-28.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.5% | -5.4% |
| 7D | -7.6% | -4.6% | -3.1% | -7.6% |
| 30D | -17.5% | -6.8% | -10.7% | -17.6% |
| 3M | -26.2% | +2.6% | -28.8% | -25.9% |
| 6M | -35.1% | -5.4% | -29.7% | -32.8% |
| All | -35.1% | -6.5% | -28.6% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling