+1,387.4%
HWM vs PEGA
+113.8%
+1,273.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.3% |
| 7D | +3.3% | -4.5% | +7.8% | +4.4% |
| 30D | -7.6% | -5.7% | -1.9% | -6.6% |
| 3M | -28.9% | +2.6% | -31.5% | -29.9% |
| 6M | -19.7% | -10.6% | -9.1% | -19.1% |
| YTD | +0.5% | -45.5% | +46.0% | +13.1% |
| 1Y | +0.3% | -44.8% | +45.0% | +12.1% |
| 3Y | +325.8% | +45.5% | +280.3% | +237.4% |
| 5Y | +524.7% | -45.3% | +570.1% | +565.1% |
| 10Y | +1,491.8% | +102.4% | +1,389.4% | +1,036.1% |
| All | +1,387.4% | +113.8% | +1,273.6% | +962.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling