+617.4%
HPQ vs PEGA
+1,001.0%
-383.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -3.2% | -8.6% | +5.4% | -2.1% |
| 30D | -3.0% | -10.1% | +7.0% | -1.7% |
| 3M | +0.6% | -4.7% | +5.3% | +1.1% |
| 6M | +36.6% | -8.0% | +44.5% | +37.5% |
| YTD | +35.0% | -47.1% | +82.1% | +44.6% |
| 1Y | +23.1% | -47.5% | +70.5% | +31.9% |
| 3Y | +18.6% | +40.2% | -21.6% | +9.3% |
| 5Y | +10.3% | -45.7% | +56.1% | +11.2% |
| 10Y | +157.1% | +85.1% | +72.0% | +124.7% |
| All | +617.4% | +1,001.0% | -383.6% | +314.4% |
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