+1,516.2%
HWM vs PEGA
+92.7%
+1,423.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -1.8% | -8.2% | +6.5% | +0.2% |
| 30D | -2.7% | -11.6% | +8.9% | -0.2% |
| 3M | -22.7% | -4.2% | -18.6% | -22.6% |
| 6M | -18.9% | -12.0% | -7.0% | -18.2% |
| YTD | +7.1% | -46.9% | +54.0% | +21.3% |
| 1Y | +4.7% | -47.0% | +51.7% | +18.4% |
| 3Y | +345.6% | +40.9% | +304.7% | +253.9% |
| 5Y | +588.3% | -45.4% | +633.6% | +631.5% |
| 10Y | +1,516.2% | +95.9% | +1,420.2% | +916.4% |
| All | +1,516.2% | +92.7% | +1,423.5% | +916.4% |
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 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