+145.2%
HL vs PEGA
+1,023.8%
-878.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.5% | -5.7% |
| 7D | -7.6% | -4.6% | -3.1% | -7.2% |
| 30D | -17.5% | -6.8% | -10.7% | -17.0% |
| 3M | -26.2% | +2.6% | -28.8% | -26.6% |
| 6M | -35.1% | -5.4% | -29.7% | -35.2% |
| YTD | -30.4% | -46.0% | +15.7% | -27.0% |
| 1Y | -14.0% | -45.6% | +31.7% | -9.8% |
| 3Y | +256.3% | +43.2% | +213.2% | +232.9% |
| 5Y | +112.5% | -45.3% | +157.8% | +112.6% |
| 10Y | +131.3% | +88.9% | +42.4% | +107.3% |
| All | +145.2% | +1,023.8% | -878.6% | +92.2% |
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 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