-55.4%
KHC vs PEGA
+175.4%
-230.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.5% |
| 7D | -2.2% | -2.4% | +0.2% | -2.1% |
| 30D | -0.1% | +9.6% | -9.7% | -0.8% |
| 3M | +8.3% | +2.3% | +6.0% | +7.9% |
| 6M | +5.0% | -23.9% | +28.8% | +6.4% |
| YTD | +8.0% | -39.8% | +47.8% | +10.9% |
| 1Y | -1.1% | -37.4% | +36.3% | +1.1% |
| 3Y | -10.7% | +53.1% | -63.9% | -17.4% |
| 5Y | -13.5% | -47.2% | +33.7% | -8.8% |
| 10Y | -55.4% | +174.3% | -229.8% | -64.9% |
| All | -55.4% | +175.4% | -230.8% | -64.9% |
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