+627.3%
HPQ vs PEGA
+1,037.5%
-410.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.5% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -3.6% | -4.1% | +0.5% | -3.1% |
| 3M | -5.3% | -2.8% | -2.5% | -5.1% |
| 6M | +41.1% | -0.4% | +41.6% | +40.7% |
| YTD | +36.9% | -45.4% | +82.3% | +46.0% |
| 1Y | +23.5% | -42.6% | +66.1% | +30.9% |
| 3Y | +19.6% | +45.4% | -25.8% | +9.6% |
| 5Y | +11.4% | -44.6% | +56.0% | +12.0% |
| 10Y | +160.6% | +91.2% | +69.4% | +126.9% |
| All | +627.3% | +1,037.5% | -410.2% | +318.4% |
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 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