+621.7%
HPE vs PEGA
+192.4%
+429.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.3% |
| 7D | -0.6% | +3.3% | -3.9% | -1.3% |
| 30D | -2.3% | +17.7% | -20.0% | -6.3% |
| 3M | -2.9% | +5.8% | -8.7% | -5.4% |
| 6M | +143.6% | -20.3% | +163.8% | +152.7% |
| YTD | +118.5% | -37.1% | +155.7% | +138.6% |
| 1Y | +129.2% | -30.2% | +159.4% | +142.3% |
| 3Y | +212.5% | +48.1% | +164.4% | +154.2% |
| 5Y | +286.9% | -46.8% | +333.7% | +319.2% |
| 10Y | +432.3% | +191.3% | +241.0% | +183.7% |
| All | +621.7% | +192.4% | +429.3% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling