+55.2%
OMC vs PEGA
+94.5%
-39.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +1.6% | -8.6% | +10.2% | +3.3% |
| 30D | +15.3% | -10.1% | +25.4% | +17.6% |
| 3M | +4.5% | -4.7% | +9.2% | +5.2% |
| 6M | +20.8% | -8.0% | +28.7% | +21.7% |
| YTD | +13.5% | -47.1% | +60.6% | +26.0% |
| 1Y | +25.2% | -47.5% | +72.7% | +38.9% |
| 3Y | +30.5% | +40.2% | -9.8% | +13.6% |
| 5Y | +52.7% | -45.7% | +98.4% | +57.1% |
| 10Y | +55.2% | +85.1% | -29.8% | +26.4% |
| All | +55.2% | +94.5% | -39.2% | +26.4% |
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