+561.8%
ON vs PEGA
+175.4%
+386.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.3% | -2.9% |
| 7D | -2.2% | -2.4% | +0.2% | -1.3% |
| 30D | -12.4% | +9.6% | -22.1% | -15.7% |
| 3M | -41.2% | +2.3% | -43.5% | -43.5% |
| 6M | +25.0% | -23.9% | +48.9% | +32.8% |
| YTD | +31.3% | -39.8% | +71.0% | +50.5% |
| 1Y | +45.4% | -37.4% | +82.8% | +61.6% |
| 3Y | -27.4% | +53.1% | -80.6% | -53.8% |
| 5Y | +58.5% | -47.2% | +105.7% | +77.2% |
| 10Y | +561.8% | +174.3% | +387.5% | +207.9% |
| All | +561.8% | +175.4% | +386.4% | +207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling