+390.5%
ONTO vs PEGA
-12.2%
+402.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.5% | +14.6% | +12.1% |
| 7D | -14.0% | -4.5% | -9.5% | -12.9% |
| 30D | -43.1% | -5.7% | -37.4% | -42.4% |
| 3M | -35.5% | +2.7% | -38.2% | -37.2% |
| 6M | -41.1% | -10.5% | -30.6% | -41.5% |
| YTD | +9.8% | -45.4% | +55.2% | +27.0% |
| 1Y | +31.5% | -44.7% | +76.3% | +51.2% |
| 3Y | +45.2% | +45.7% | -0.5% | -0.3% |
| 5Y | +86.7% | -45.3% | +132.0% | +109.8% |
| All | +390.5% | -12.2% | +402.7% | +273.6% |
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