+1,589.0%
OMC vs PEGA
+1,001.0%
+588.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +1.6% | -8.6% | +10.2% | +2.5% |
| 30D | +15.3% | -10.1% | +25.4% | +16.5% |
| 3M | +4.5% | -4.7% | +9.2% | +4.9% |
| 6M | +20.8% | -8.0% | +28.7% | +21.3% |
| YTD | +13.5% | -47.1% | +60.6% | +20.0% |
| 1Y | +25.2% | -47.5% | +72.7% | +32.4% |
| 3Y | +30.5% | +40.2% | -9.8% | +22.6% |
| 5Y | +52.7% | -45.7% | +98.4% | +53.7% |
| 10Y | +55.2% | +85.1% | -29.8% | +38.1% |
| All | +1,589.0% | +1,001.0% | +588.0% | +957.8% |
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