+124.4%
HSY vs PEGA
+97.3%
+27.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +6.1% | -4.1% | +10.2% | +6.3% |
| 3M | -5.6% | -2.8% | -2.8% | -5.5% |
| 6M | -9.5% | -0.4% | -9.1% | -9.8% |
| YTD | -2.1% | -45.4% | +43.3% | +0.6% |
| 1Y | +0.8% | -42.6% | +43.4% | +3.1% |
| 3Y | -2.1% | +45.4% | -47.5% | -9.7% |
| 5Y | +11.2% | -44.6% | +55.8% | +15.5% |
| All | +124.4% | +97.3% | +27.1% | +94.9% |
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 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