+140.6%
HL vs PEGA
+1,037.5%
-896.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -11.1% | +0.1% | -11.2% | -11.2% |
| 30D | -12.1% | -4.1% | -7.9% | -11.8% |
| 3M | -26.1% | -2.8% | -23.3% | -26.1% |
| 6M | -37.7% | -0.4% | -37.3% | -38.2% |
| YTD | -31.7% | -45.4% | +13.7% | -28.4% |
| 1Y | -11.6% | -42.6% | +31.0% | -7.9% |
| 3Y | +249.6% | +45.4% | +204.2% | +226.2% |
| 5Y | +108.5% | -44.6% | +153.1% | +108.3% |
| 10Y | +127.0% | +91.2% | +35.8% | +103.2% |
| All | +140.6% | +1,037.5% | -896.9% | +88.3% |
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