+325.8%
HWM vs PEGA
+43.4%
+282.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +2.9% |
| 7D | +3.3% | -4.5% | +7.8% | +3.9% |
| 30D | -7.6% | -5.7% | -1.9% | -7.1% |
| 3M | -28.9% | +2.6% | -31.5% | -29.4% |
| 6M | -19.7% | -10.6% | -9.1% | -19.1% |
| YTD | +0.5% | -45.5% | +46.0% | +8.7% |
| 1Y | +0.3% | -44.8% | +45.0% | +8.1% |
| 3Y | +325.8% | +45.5% | +280.3% | +302.2% |
| All | +325.8% | +43.4% | +282.4% | +302.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling