+213.9%
HPQ vs PEGA
+175.1%
+38.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.5% |
| 7D | +2.2% | -6.1% | +8.4% | +3.9% |
| 30D | +9.7% | +6.4% | +3.4% | +7.8% |
| 3M | +32.7% | +2.9% | +29.8% | +30.6% |
| 6M | +77.7% | -23.8% | +101.5% | +87.6% |
| YTD | +51.0% | -41.1% | +92.0% | +68.6% |
| 1Y | +18.4% | -38.2% | +56.6% | +29.9% |
| 3Y | +25.6% | +49.8% | -24.3% | -0.4% |
| 5Y | +38.6% | -48.0% | +86.7% | +52.1% |
| All | +213.9% | +175.1% | +38.7% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling