+1,588.2%
OMC vs PEGA
+1,005.9%
+582.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +6.8% | -8.2% | +15.0% | +7.7% |
| 30D | +16.2% | -11.6% | +27.7% | +17.5% |
| 3M | +6.0% | -4.2% | +10.2% | +6.4% |
| 6M | +17.7% | -12.0% | +29.7% | +18.8% |
| YTD | +13.5% | -46.9% | +60.4% | +19.9% |
| 1Y | +27.2% | -47.0% | +74.2% | +34.4% |
| 3Y | +30.4% | +40.9% | -10.5% | +22.5% |
| 5Y | +53.5% | -45.4% | +98.9% | +54.4% |
| 10Y | +57.0% | +95.9% | -38.9% | +39.0% |
| All | +1,588.2% | +1,005.9% | +582.3% | +956.8% |
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