+1,776.3%
HSY vs PEGA
+1,209.2%
+567.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -3.3% | +3.3% | -6.6% | -3.4% |
| 30D | -2.8% | +17.7% | -20.6% | -3.3% |
| 3M | -4.5% | +5.8% | -10.3% | -4.8% |
| 6M | -24.2% | -20.3% | -4.0% | -23.9% |
| YTD | -2.7% | -37.1% | +34.4% | -1.7% |
| 1Y | -3.7% | -30.2% | +26.5% | -3.1% |
| 3Y | -11.5% | +48.1% | -59.6% | -13.9% |
| 5Y | +10.3% | -46.8% | +57.1% | +10.1% |
| 10Y | +122.1% | +191.3% | -69.2% | +109.3% |
| All | +1,776.3% | +1,209.2% | +567.1% | +1,635.4% |
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