+25.2%
OMC vs PEGA
-47.0%
+72.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +1.6% | -8.6% | +10.2% | +3.7% |
| 30D | +15.3% | -10.1% | +25.4% | +18.0% |
| 3M | +4.5% | -4.7% | +9.2% | +5.3% |
| 6M | +20.8% | -8.0% | +28.7% | +22.0% |
| YTD | +13.5% | -47.1% | +60.6% | +22.7% |
| 1Y | +25.2% | -47.5% | +72.7% | +35.6% |
| All | +25.2% | -47.0% | +72.3% | +35.6% |
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