+8.0%
AON vs PEGA
-48.2%
+56.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.3% |
| 7D | -7.9% | -6.1% | -1.8% | -7.3% |
| 30D | -14.6% | +6.4% | -21.0% | -15.3% |
| 3M | -7.9% | +2.9% | -10.8% | -8.5% |
| 6M | -8.0% | -23.8% | +15.8% | -6.2% |
| YTD | -13.2% | -41.1% | +27.8% | -9.7% |
| 1Y | -16.4% | -38.2% | +21.8% | -13.6% |
| 3Y | -6.7% | +49.8% | -56.5% | -14.7% |
| 5Y | +8.0% | -48.0% | +56.0% | +19.3% |
| All | +8.0% | -48.2% | +56.2% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling