+1,579.2%
HWM vs PEGA
+99.2%
+1,480.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.9% | +9.0% | +6.0% |
| 7D | +1.6% | -10.0% | +11.6% | +4.1% |
| 30D | -3.9% | -12.7% | +8.7% | -1.1% |
| 3M | -23.2% | -4.6% | -18.6% | -23.0% |
| 6M | -20.0% | -13.1% | -6.9% | -19.0% |
| YTD | +5.7% | -47.6% | +53.3% | +20.1% |
| 1Y | +4.9% | -47.0% | +51.9% | +18.6% |
| 3Y | +347.0% | +42.0% | +305.0% | +253.9% |
| 5Y | +563.0% | -47.8% | +610.9% | +617.8% |
| 10Y | +1,579.2% | +92.0% | +1,487.2% | +985.2% |
| All | +1,579.2% | +99.2% | +1,480.0% | +985.2% |
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 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