+23.9%
ONDS vs PEGA
-41.5%
+65.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | -3.5% | +3.3% | -6.8% | -4.9% |
| 30D | -14.1% | +17.7% | -31.8% | -20.5% |
| 3M | -36.3% | +5.8% | -42.1% | -39.7% |
| 6M | -27.5% | -20.3% | -7.2% | -22.2% |
| YTD | -21.9% | -37.1% | +15.2% | -7.6% |
| 1Y | +43.0% | -30.2% | +73.2% | +60.1% |
| 3Y | +697.1% | +48.1% | +649.0% | +434.0% |
| 5Y | -1.2% | -46.8% | +45.6% | +20.2% |
| All | +23.9% | -41.5% | +65.4% | +35.9% |
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 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