+58.5%
ON vs PEGA
-47.9%
+106.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.3% | -3.6% |
| 7D | -2.2% | -2.4% | +0.2% | -1.7% |
| 30D | -12.4% | +9.6% | -22.1% | -14.3% |
| 3M | -41.2% | +2.3% | -43.5% | -42.3% |
| 6M | +25.0% | -23.9% | +48.9% | +30.9% |
| YTD | +31.3% | -39.8% | +71.0% | +44.9% |
| 1Y | +45.4% | -37.4% | +82.8% | +57.4% |
| 3Y | -27.4% | +53.1% | -80.6% | -44.5% |
| 5Y | +58.5% | -47.2% | +105.7% | +80.8% |
| All | +58.5% | -47.9% | +106.4% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling