+188.0%
ON vs PEGA
+1,437.9%
-1,249.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.9% | +13.1% | +10.0% |
| 7D | -1.4% | -10.0% | +8.6% | +0.8% |
| 30D | -10.9% | -12.7% | +1.8% | -8.4% |
| 3M | -14.9% | -4.6% | -10.3% | -14.7% |
| 6M | -33.0% | -13.1% | -19.9% | -32.8% |
| YTD | +27.6% | -47.6% | +75.2% | +41.3% |
| 1Y | +44.5% | -47.0% | +91.5% | +59.3% |
| 3Y | +7.4% | +42.0% | -34.6% | -11.0% |
| 5Y | +18.7% | -47.8% | +66.6% | +19.6% |
| 10Y | +516.0% | +92.0% | +424.0% | +387.4% |
| All | +188.0% | +1,437.9% | -1,249.9% | +35.7% |
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