+11.7%
HSY vs PEGA
-47.0%
+58.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.6% |
| 7D | +1.3% | -10.0% | +11.3% | +1.3% |
| 30D | +6.6% | -12.7% | +19.3% | +6.5% |
| 3M | -4.1% | -4.6% | +0.5% | -4.1% |
| 6M | -5.2% | -13.1% | +7.8% | -5.4% |
| YTD | -2.5% | -47.6% | +45.0% | -3.1% |
| 1Y | +4.7% | -47.0% | +51.8% | +4.1% |
| 3Y | +0.6% | +42.0% | -41.4% | -0.9% |
| 5Y | +11.7% | -47.8% | +59.5% | +10.9% |
| All | +11.7% | -47.0% | +58.7% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling