+123.5%
HPE vs PEGA
-47.0%
+170.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.3% | +4.8% |
| 7D | +0.3% | -8.6% | +9.0% | -0.1% |
| 30D | -28.6% | -10.1% | -18.5% | -28.8% |
| 3M | -7.4% | -4.7% | -2.6% | -8.0% |
| 6M | +63.7% | -8.0% | +71.6% | +64.4% |
| YTD | +111.7% | -47.1% | +158.8% | +135.6% |
| 1Y | +123.5% | -47.5% | +171.0% | +149.6% |
| All | +123.5% | -47.0% | +170.5% | +149.6% |
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 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