+1,524.1%
HWM vs PEGA
+101.6%
+1,422.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.3% |
| 7D | +3.4% | -4.5% | +7.9% | +4.5% |
| 30D | -7.5% | -5.7% | -1.9% | -6.5% |
| 3M | -28.9% | +2.7% | -31.5% | -29.9% |
| 6M | -19.6% | -10.5% | -9.1% | -19.1% |
| YTD | +0.6% | -45.4% | +46.0% | +13.3% |
| 1Y | +0.3% | -44.7% | +45.1% | +12.4% |
| 3Y | +326.1% | +45.7% | +280.5% | +235.9% |
| 5Y | +525.2% | -45.3% | +570.4% | +568.3% |
| All | +1,524.1% | +101.6% | +1,422.5% | +944.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling