+700.8%
HPQ vs PEGA
+1,209.2%
-508.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +6.9% | +3.3% | +3.7% | +6.5% |
| 30D | +14.4% | +17.7% | -3.3% | +12.0% |
| 3M | +25.6% | +5.8% | +19.8% | +24.2% |
| 6M | +75.0% | -20.3% | +95.3% | +79.0% |
| YTD | +50.7% | -37.1% | +87.8% | +58.0% |
| 1Y | +18.7% | -30.2% | +48.9% | +22.5% |
| 3Y | +21.5% | +48.1% | -26.6% | +11.1% |
| 5Y | +31.6% | -46.8% | +78.4% | +32.9% |
| 10Y | +216.1% | +191.3% | +24.7% | +162.3% |
| All | +700.8% | +1,209.2% | -508.5% | +352.9% |
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