+25.4%
OMC vs PEGA
-44.6%
+70.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +12.2% | -4.1% | +16.3% | +13.1% |
| 3M | +0.6% | -2.8% | +3.4% | +1.0% |
| 6M | +21.0% | -0.4% | +21.4% | +20.1% |
| YTD | +12.4% | -45.4% | +57.7% | +19.8% |
| 1Y | +25.4% | -42.6% | +68.0% | +31.4% |
| All | +25.4% | -44.6% | +70.0% | +31.4% |
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 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