+489.7%
HPE vs PEGA
+180.6%
+309.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.0% | -8.2% | -6.7% |
| 7D | +1.4% | -5.3% | +6.7% | +2.5% |
| 30D | +1.5% | +8.3% | -6.7% | -0.8% |
| 3M | +21.7% | +8.9% | +12.8% | +17.5% |
| 6M | +164.2% | -19.7% | +183.9% | +172.7% |
| YTD | +132.1% | -39.9% | +172.0% | +154.9% |
| 1Y | +130.6% | -36.4% | +167.0% | +148.7% |
| 3Y | +244.1% | +52.8% | +191.3% | +179.2% |
| 5Y | +340.8% | -45.7% | +386.5% | +370.5% |
| All | +489.7% | +180.6% | +309.2% | +279.4% |
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