-7.7%
ONON vs PEGA
-44.5%
+36.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | -10.0% | +0.1% | -10.1% | -10.1% |
| 30D | -5.3% | -4.1% | -1.1% | -4.2% |
| 3M | +6.5% | -2.8% | +9.3% | +6.7% |
| 6M | -5.0% | -0.4% | -4.5% | -6.9% |
| YTD | -27.6% | -45.4% | +17.7% | -13.6% |
| 1Y | -20.7% | -42.6% | +21.9% | -7.3% |
| 3Y | +26.6% | +45.4% | -18.8% | -9.8% |
| All | -7.7% | -44.5% | +36.8% | +14.4% |
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