+23.9%
OMC vs PEGA
-44.4%
+68.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +12.5% | -2.9% | +15.4% | +13.2% |
| 30D | +16.3% | -0.5% | +16.8% | +16.2% |
| 3M | +8.1% | +8.5% | -0.4% | +5.8% |
| 6M | +17.2% | -6.3% | +23.4% | +17.9% |
| YTD | +11.8% | -42.2% | +53.9% | +18.2% |
| 1Y | +23.9% | -43.4% | +67.4% | +32.5% |
| All | +23.9% | -44.4% | +68.4% | +32.5% |
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