+237.8%
HPE vs PEGA
+41.6%
+196.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.3% | +4.9% |
| 7D | +0.3% | -8.6% | +9.0% | +1.3% |
| 30D | -28.6% | -10.1% | -18.5% | -27.8% |
| 3M | -7.4% | -4.7% | -2.6% | -7.6% |
| 6M | +63.7% | -8.0% | +71.6% | +63.3% |
| YTD | +111.7% | -47.1% | +158.8% | +130.9% |
| 1Y | +123.5% | -47.5% | +171.0% | +143.9% |
| All | +237.8% | +41.6% | +196.2% | +224.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling