+21.3%
HPQ vs PEGA
-44.4%
+65.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +5.9% |
| 7D | -7.8% | -2.9% | -4.9% | -7.3% |
| 30D | -4.9% | -0.5% | -4.4% | -4.8% |
| 3M | +4.9% | +8.5% | -3.6% | +3.0% |
| 6M | +47.1% | -6.3% | +53.3% | +46.6% |
| YTD | +39.5% | -42.2% | +81.7% | +47.4% |
| 1Y | +21.3% | -43.4% | +64.7% | +31.2% |
| All | +21.3% | -44.4% | +65.7% | +31.2% |
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 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