+19.7%
HPQ vs PEGA
+48.1%
-28.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.2% | -0.3% | -3.9% |
| 7D | -0.5% | -2.4% | +1.9% | -0.1% |
| 30D | +3.7% | +9.6% | -5.9% | +2.2% |
| 3M | +24.3% | +2.3% | +22.0% | +23.2% |
| 6M | +64.8% | -23.9% | +88.6% | +69.3% |
| YTD | +43.9% | -39.8% | +83.7% | +52.3% |
| 1Y | +11.7% | -37.4% | +49.1% | +17.2% |
| 3Y | +19.7% | +53.1% | -33.5% | +8.8% |
| All | +19.7% | +48.1% | -28.4% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling