+47.6%
ON vs PEGA
-44.4%
+92.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.8% | -2.9% | -2.9% | -6.3% |
| 30D | -17.1% | -0.5% | -16.6% | -17.1% |
| 3M | -11.8% | +8.5% | -20.3% | -9.8% |
| 6M | -30.2% | -6.3% | -23.9% | -27.1% |
| YTD | +31.6% | -42.2% | +73.7% | +39.1% |
| 1Y | +47.6% | -43.4% | +91.0% | +62.2% |
| All | +47.6% | -44.4% | +92.0% | +62.2% |
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