+217.2%
HPQ vs PEGA
+180.6%
+36.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.5% |
| 7D | +3.5% | -5.3% | +8.8% | +4.9% |
| 30D | +13.7% | +8.3% | +5.4% | +11.2% |
| 3M | +33.9% | +8.9% | +24.9% | +29.8% |
| 6M | +80.9% | -19.7% | +100.6% | +88.4% |
| YTD | +52.6% | -39.9% | +92.5% | +69.6% |
| 1Y | +21.2% | -36.4% | +57.6% | +32.0% |
| 3Y | +26.9% | +52.8% | -25.9% | +0.1% |
| 5Y | +41.1% | -45.7% | +86.8% | +52.5% |
| All | +217.2% | +180.6% | +36.6% | +102.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling