+14.2%
OMC vs PEGA
+48.1%
-33.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.1% |
| 7D | -5.8% | -2.4% | -3.4% | -5.4% |
| 30D | -4.8% | +9.6% | -14.4% | -6.3% |
| 3M | +9.2% | +2.3% | +6.9% | +8.2% |
| 6M | -2.5% | -23.9% | +21.4% | +0.8% |
| YTD | +2.6% | -39.8% | +42.3% | +8.7% |
| 1Y | +5.9% | -37.4% | +43.4% | +11.4% |
| 3Y | +14.2% | +53.1% | -38.9% | +6.4% |
| All | +14.2% | +48.1% | -33.9% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling