+362.8%
HPE vs PEGA
-48.2%
+410.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.4% |
| 7D | +13.6% | -6.1% | +19.8% | +14.6% |
| 30D | +7.7% | +6.4% | +1.3% | +6.4% |
| 3M | +22.4% | +2.9% | +19.5% | +20.8% |
| 6M | +172.6% | -23.8% | +196.4% | +181.9% |
| YTD | +147.5% | -41.1% | +188.6% | +166.4% |
| 1Y | +151.8% | -38.2% | +190.0% | +167.9% |
| 3Y | +267.1% | +49.8% | +217.2% | +226.8% |
| 5Y | +362.8% | -48.0% | +410.8% | +358.9% |
| All | +362.8% | -48.2% | +410.9% | +358.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling