+1,454.0%
OMC vs PEGA
+1,209.2%
+244.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -6.4% | +3.3% | -9.7% | -6.7% |
| 30D | +1.1% | +17.7% | -16.6% | -0.6% |
| 3M | +10.4% | +5.8% | +4.6% | +9.5% |
| 6M | -1.7% | -20.3% | +18.5% | +0.1% |
| YTD | +4.4% | -37.1% | +41.6% | +8.6% |
| 1Y | +8.4% | -30.2% | +38.6% | +11.4% |
| 3Y | +14.4% | +48.1% | -33.7% | +6.9% |
| 5Y | +33.9% | -46.8% | +80.7% | +34.9% |
| 10Y | +34.9% | +191.3% | -156.5% | +15.0% |
| All | +1,454.0% | +1,209.2% | +244.8% | +857.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling