+151.8%
HPE vs PEGA
-38.8%
+190.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.2% |
| 7D | +13.6% | -6.1% | +19.8% | +13.8% |
| 30D | +7.7% | +6.4% | +1.3% | +7.4% |
| 3M | +22.4% | +2.9% | +19.5% | +23.2% |
| 6M | +172.6% | -23.8% | +196.4% | +182.3% |
| YTD | +147.5% | -41.1% | +188.6% | +171.9% |
| 1Y | +151.8% | -38.2% | +190.0% | +170.8% |
| All | +151.8% | -38.8% | +190.6% | +170.8% |
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