+153.0%
HYG vs PEGA
+1,490.3%
-1,337.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -0.2% | -6.1% | +6.0% | +0.3% |
| 30D | -0.1% | +6.4% | -6.5% | -0.6% |
| 3M | +0.7% | +2.9% | -2.2% | +0.1% |
| 6M | +1.5% | -23.8% | +25.4% | +3.2% |
| YTD | +1.9% | -41.1% | +43.0% | +5.4% |
| 1Y | +3.7% | -38.2% | +42.0% | +6.6% |
| 3Y | +26.5% | +49.8% | -23.4% | +18.1% |
| 5Y | +19.0% | -48.0% | +67.0% | +18.9% |
| 10Y | +56.5% | +173.1% | -116.7% | +34.7% |
| All | +153.0% | +1,490.3% | -1,337.3% | +79.7% |
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