+1,516.8%
HWM vs PEGA
+94.5%
+1,422.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +5.0% | -8.6% | +13.6% | +7.2% |
| 30D | +1.5% | -10.1% | +11.6% | +3.7% |
| 3M | -20.3% | -4.7% | -15.6% | -20.1% |
| 6M | -18.0% | -8.0% | -10.1% | -18.1% |
| YTD | +9.5% | -47.1% | +56.6% | +24.2% |
| 1Y | +7.5% | -47.5% | +54.9% | +21.8% |
| 3Y | +355.7% | +40.2% | +315.4% | +262.4% |
| 5Y | +610.2% | -45.7% | +656.0% | +656.7% |
| 10Y | +1,516.8% | +85.1% | +1,431.7% | +939.6% |
| All | +1,516.8% | +94.5% | +1,422.3% | +939.6% |
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