+10.3%
HLT vs PEGA
-36.0%
+46.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | -5.0% | +15.9% | -20.9% | -5.3% |
| 3M | -10.4% | +10.8% | -21.2% | -10.6% |
| 6M | +3.2% | -16.5% | +19.7% | +4.2% |
| YTD | +6.7% | -39.0% | +45.8% | +10.4% |
| 1Y | +10.3% | -37.3% | +47.5% | +11.5% |
| All | +10.3% | -36.0% | +46.3% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling