-39.2%
ONON vs PEGA
-30.0%
-9.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -3.0% | +3.3% | -6.3% | -3.4% |
| 30D | -26.7% | +17.7% | -44.5% | -28.6% |
| 3M | -25.3% | +5.8% | -31.1% | -26.5% |
| 6M | -35.3% | -20.3% | -15.0% | -34.0% |
| YTD | -39.8% | -37.1% | -2.6% | -37.1% |
| 1Y | -39.2% | -30.2% | -9.0% | -39.2% |
| All | -39.2% | -30.0% | -9.2% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling