+31.8%
OMC vs PEGA
+180.6%
-148.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.1% |
| 7D | -6.2% | -5.3% | -0.9% | -5.2% |
| 30D | -7.6% | +8.3% | -15.9% | -9.1% |
| 3M | +7.4% | +8.9% | -1.5% | +5.0% |
| 6M | +0.1% | -19.7% | +19.9% | +3.3% |
| YTD | +0.4% | -39.9% | +40.3% | +8.8% |
| 1Y | +7.8% | -36.4% | +44.2% | +15.1% |
| 3Y | +11.8% | +52.8% | -41.0% | -3.8% |
| 5Y | +32.5% | -45.7% | +78.1% | +36.9% |
| All | +31.8% | +180.6% | -148.8% | -2.0% |
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 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