+390.2%
HPE vs PEGA
+94.5%
+295.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.3% | +4.9% |
| 7D | +0.3% | -8.6% | +9.0% | +2.3% |
| 30D | -28.6% | -10.1% | -18.5% | -27.1% |
| 3M | -7.4% | -4.7% | -2.6% | -7.6% |
| 6M | +63.7% | -8.0% | +71.6% | +62.9% |
| YTD | +111.7% | -47.1% | +158.8% | +137.7% |
| 1Y | +123.5% | -47.5% | +171.0% | +151.3% |
| 3Y | +238.7% | +40.2% | +198.4% | +176.5% |
| 5Y | +261.0% | -45.7% | +306.8% | +277.2% |
| 10Y | +390.2% | +85.1% | +305.1% | +247.7% |
| All | +390.2% | +94.5% | +295.7% | +247.7% |
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