+1,779.9%
HSY vs PEGA
+991.9%
+788.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.5% |
| 7D | +1.3% | -10.0% | +11.3% | +1.6% |
| 30D | +6.6% | -12.7% | +19.3% | +7.0% |
| 3M | -4.1% | -4.6% | +0.5% | -4.0% |
| 6M | -5.2% | -13.1% | +7.8% | -5.0% |
| YTD | -2.5% | -47.6% | +45.0% | -1.0% |
| 1Y | +4.7% | -47.0% | +51.8% | +6.4% |
| 3Y | +0.6% | +42.0% | -41.4% | -2.1% |
| 5Y | +11.7% | -47.8% | +59.5% | +11.5% |
| 10Y | +120.0% | +92.0% | +28.0% | +109.8% |
| All | +1,779.9% | +991.9% | +788.0% | +1,648.2% |
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