-21.7%
ONON vs PEGA
-43.4%
+21.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.6% |
| 7D | -2.1% | -3.0% | +0.9% | -1.0% |
| 30D | -11.6% | +15.9% | -27.5% | -16.3% |
| 3M | -30.1% | +10.8% | -40.9% | -33.5% |
| 6M | -30.5% | -16.5% | -14.0% | -27.5% |
| YTD | -41.0% | -39.0% | -2.0% | -31.8% |
| 1Y | -36.7% | -37.3% | +0.6% | -28.4% |
| 3Y | -8.6% | +59.2% | -67.8% | -36.4% |
| All | -21.7% | -43.4% | +21.7% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling