+577.9%
HWM vs PEGA
-44.5%
+622.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +7.3% | +0.1% | +7.2% | +7.2% |
| 30D | +1.6% | -4.1% | +5.7% | +2.0% |
| 3M | -21.9% | -2.8% | -19.0% | -21.9% |
| 6M | -19.0% | -0.4% | -18.6% | -20.0% |
| YTD | +7.9% | -45.4% | +53.3% | +16.7% |
| 1Y | +9.9% | -42.6% | +52.6% | +17.7% |
| 3Y | +342.1% | +45.4% | +296.7% | +290.5% |
| All | +577.9% | -44.5% | +622.4% | +600.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling