+116.4%
HPE vs PEGA
-44.4%
+160.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -17.0% | -2.9% | -14.1% | -17.1% |
| 30D | -26.7% | -0.5% | -26.2% | -26.7% |
| 3M | -4.1% | +8.5% | -12.6% | -4.5% |
| 6M | +75.4% | -6.3% | +81.7% | +77.9% |
| YTD | +111.0% | -42.2% | +153.2% | +135.0% |
| 1Y | +116.4% | -43.4% | +159.9% | +145.8% |
| All | +116.4% | -44.4% | +160.9% | +145.8% |
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