+163.8%
ON vs PEGA
+1,500.6%
-1,336.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.3% |
| 7D | -11.7% | -4.5% | -7.2% | -10.7% |
| 30D | -23.3% | -5.7% | -17.6% | -22.4% |
| 3M | -19.2% | +2.7% | -21.8% | -20.2% |
| 6M | -40.1% | -10.5% | -29.6% | -40.3% |
| YTD | +16.9% | -45.4% | +62.4% | +28.5% |
| 1Y | +29.7% | -44.7% | +74.5% | +41.9% |
| 3Y | -4.4% | +45.7% | -50.1% | -21.1% |
| 5Y | +7.1% | -45.3% | +52.3% | +6.8% |
| 10Y | +447.2% | +102.6% | +344.6% | +328.5% |
| All | +163.8% | +1,500.6% | -1,336.8% | +23.3% |
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