-23.3%
ONON vs PEGA
-44.2%
+21.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.7% |
| 7D | -5.3% | -5.3% | 0.0% | -3.5% |
| 30D | -13.1% | +8.3% | -21.4% | -15.8% |
| 3M | -29.3% | +8.9% | -38.3% | -32.4% |
| 6M | -34.5% | -19.7% | -14.8% | -30.7% |
| YTD | -42.2% | -39.9% | -2.3% | -32.9% |
| 1Y | -37.3% | -36.4% | -1.0% | -29.6% |
| 3Y | -9.3% | +52.8% | -62.1% | -35.7% |
| All | -23.3% | -44.2% | +21.0% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling