-51.2%
KHC vs PEGA
+94.9%
-146.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | -3.3% | -4.6% | +1.2% | -3.0% |
| 30D | +9.1% | -6.8% | +15.9% | +9.7% |
| 3M | +1.4% | +2.6% | -1.2% | +1.1% |
| 6M | +8.4% | -5.4% | +13.7% | +8.4% |
| YTD | +6.2% | -46.0% | +52.2% | +9.9% |
| 1Y | +5.7% | -45.6% | +51.3% | +9.3% |
| 3Y | -12.0% | +43.2% | -55.2% | -18.5% |
| 5Y | -15.3% | -45.3% | +29.9% | -12.1% |
| All | -51.2% | +94.9% | -146.1% | -60.4% |
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