-14.6%
AON vs PEGA
-37.1%
+22.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -5.9% | -5.3% | -0.6% | -5.2% |
| 30D | -13.7% | +8.3% | -22.0% | -14.7% |
| 3M | -8.3% | +8.9% | -17.2% | -10.1% |
| 6M | -3.6% | -19.7% | +16.1% | -3.1% |
| YTD | -12.4% | -39.9% | +27.5% | -10.9% |
| 1Y | -14.6% | -36.4% | +21.7% | -13.0% |
| All | -14.6% | -37.1% | +22.5% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling