+1,429.7%
HON vs PEGA
+1,209.2%
+220.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.0% |
| 7D | -3.6% | +3.3% | -6.9% | -3.9% |
| 30D | -15.3% | +17.7% | -33.0% | -16.7% |
| 3M | -7.9% | +5.8% | -13.7% | -8.8% |
| 6M | -18.1% | -20.3% | +2.2% | -16.8% |
| YTD | +3.8% | -37.1% | +41.0% | +7.3% |
| 1Y | +0.5% | -30.2% | +30.7% | +2.6% |
| 3Y | +19.8% | +48.1% | -28.3% | +11.1% |
| 5Y | +2.9% | -46.8% | +49.7% | +2.9% |
| 10Y | +134.6% | +191.3% | -56.7% | +100.1% |
| All | +1,429.7% | +1,209.2% | +220.5% | +944.5% |
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 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