+279.9%
HL vs PEGA
+1,209.2%
-929.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +1.5% | +3.3% | -1.8% | +1.2% |
| 30D | +25.1% | +17.7% | +7.3% | +23.0% |
| 3M | +22.9% | +5.8% | +17.1% | +21.7% |
| 6M | -4.9% | -20.3% | +15.4% | -3.5% |
| YTD | +7.8% | -37.1% | +45.0% | +11.7% |
| 1Y | +133.9% | -30.2% | +164.1% | +139.4% |
| 3Y | +380.9% | +48.1% | +332.8% | +348.3% |
| 5Y | +230.2% | -46.8% | +277.0% | +231.3% |
| 10Y | +265.6% | +191.3% | +74.2% | +216.4% |
| All | +279.9% | +1,209.2% | -929.4% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling