+1,811.8%
HSY vs PEGA
+1,001.0%
+810.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.4% |
| 7D | +1.1% | -8.6% | +9.7% | +1.4% |
| 30D | +7.7% | -10.1% | +17.8% | +8.0% |
| 3M | -2.3% | -4.7% | +2.5% | -2.2% |
| 6M | -5.3% | -8.0% | +2.7% | -5.2% |
| YTD | -0.9% | -47.1% | +46.2% | +0.7% |
| 1Y | +5.2% | -47.5% | +52.7% | +6.9% |
| 3Y | +0.7% | +40.2% | -39.5% | -1.9% |
| 5Y | +12.2% | -45.7% | +58.0% | +11.8% |
| 10Y | +131.1% | +85.1% | +46.1% | +120.6% |
| All | +1,811.8% | +1,001.0% | +810.8% | +1,677.5% |
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