+2,253.8%
AON vs PEGA
+1,209.2%
+1,044.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -9.1% | +3.3% | -12.4% | -9.4% |
| 30D | -10.2% | +17.7% | -28.0% | -11.6% |
| 3M | +0.5% | +5.8% | -5.3% | -0.3% |
| 6M | -4.8% | -20.3% | +15.4% | -3.4% |
| YTD | -8.0% | -37.1% | +29.2% | -5.0% |
| 1Y | -13.1% | -30.2% | +17.1% | -11.3% |
| 3Y | -1.3% | +48.1% | -49.4% | -7.5% |
| 5Y | +14.9% | -46.8% | +61.7% | +15.0% |
| 10Y | +214.9% | +191.3% | +23.6% | +173.5% |
| All | +2,253.8% | +1,209.2% | +1,044.6% | +1,500.7% |
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