+11.3%
HSY vs PEGA
-47.9%
+59.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | 0.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.6% |
| 30D | -4.2% | +9.6% | -13.9% | -4.2% |
| 3M | -0.7% | +2.3% | -3.1% | -0.8% |
| 6M | -21.8% | -23.9% | +2.1% | -22.1% |
| YTD | -2.7% | -39.8% | +37.1% | -3.1% |
| 1Y | -4.8% | -37.4% | +32.6% | -5.2% |
| 3Y | -9.4% | +53.1% | -62.5% | -10.6% |
| 5Y | +11.3% | -47.2% | +58.5% | +13.8% |
| All | +11.3% | -47.9% | +59.2% | +13.8% |
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