+128.1%
HSY vs PEGA
+170.9%
-42.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.5% |
| 7D | -3.0% | -6.1% | +3.2% | -2.6% |
| 30D | -5.0% | +6.4% | -11.4% | -5.4% |
| 3M | -1.3% | +2.9% | -4.2% | -1.7% |
| 6M | -21.5% | -23.8% | +2.3% | -20.7% |
| YTD | -3.3% | -41.1% | +37.8% | -1.0% |
| 1Y | -5.5% | -38.2% | +32.7% | -3.8% |
| 3Y | -9.9% | +49.8% | -59.8% | -16.7% |
| 5Y | +11.3% | -48.0% | +59.4% | +17.7% |
| 10Y | +128.1% | +173.1% | -45.1% | +94.6% |
| All | +128.1% | +170.9% | -42.8% | +94.6% |
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