+575.2%
HLT vs PEGA
+184.6%
+390.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -1.6% | -3.0% | +1.4% | -1.0% |
| 30D | -5.0% | +15.9% | -20.9% | -8.2% |
| 3M | -10.4% | +10.8% | -21.2% | -13.3% |
| 6M | +3.2% | -16.5% | +19.7% | +5.8% |
| YTD | +6.7% | -39.0% | +45.8% | +16.3% |
| 1Y | +10.3% | -37.3% | +47.5% | +18.6% |
| 3Y | +99.3% | +59.2% | +40.2% | +59.2% |
| 5Y | +143.7% | -44.9% | +188.6% | +155.4% |
| All | +575.2% | +184.6% | +390.6% | +360.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling