-20.7%
ONON vs PEGA
-44.6%
+23.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -10.0% | +0.1% | -10.1% | -10.0% |
| 30D | -5.3% | -4.1% | -1.1% | -4.7% |
| 3M | +6.5% | -2.8% | +9.3% | +6.8% |
| 6M | -5.0% | -0.4% | -4.5% | -5.8% |
| YTD | -27.6% | -45.4% | +17.7% | -21.3% |
| 1Y | -20.7% | -42.6% | +21.9% | -14.8% |
| All | -20.7% | -44.6% | +23.9% | -14.8% |
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