+132.1%
HON vs PEGA
+180.6%
-48.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | -2.6% | -5.3% | +2.7% | -1.8% |
| 30D | -11.9% | +8.3% | -20.2% | -13.2% |
| 3M | -6.1% | +8.9% | -15.0% | -8.2% |
| 6M | -19.2% | -19.7% | +0.5% | -17.0% |
| YTD | +0.2% | -39.9% | +40.1% | +7.4% |
| 1Y | -1.5% | -36.4% | +34.9% | +4.0% |
| 3Y | +17.9% | +52.8% | -34.9% | -1.8% |
| 5Y | +1.9% | -45.7% | +47.6% | +8.5% |
| All | +132.1% | +180.6% | -48.5% | +56.6% |
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